+292.2%
RCL vs HAS
+48.2%
+244.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.7% |
| 7D | -1.2% | +1.4% | -2.6% | -1.8% |
| 30D | +17.8% | +26.3% | -8.4% | +6.1% |
| 3M | +4.9% | +25.6% | -20.7% | -5.4% |
| 6M | +23.7% | +30.3% | -6.5% | +8.9% |
| YTD | +17.8% | +50.4% | -32.5% | -3.1% |
| 1Y | +28.9% | +57.7% | -28.8% | +3.9% |
| 3Y | +241.9% | +213.4% | +28.5% | +89.7% |
| All | +292.2% | +48.2% | +244.0% | +260.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded HAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling