+5,591.8%
RCL vs HAS
+1,721.1%
+3,870.7%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.7% | -1.4% | -2.4% |
| 7D | +3.9% | 0.0% | +4.0% | +4.0% |
| 30D | +11.8% | +31.3% | -19.6% | -1.7% |
| 3M | -0.8% | +32.1% | -33.0% | -13.3% |
| 6M | +23.6% | +28.1% | -4.5% | +9.2% |
| YTD | +17.6% | +49.1% | -31.5% | -3.6% |
| 1Y | +28.3% | +60.5% | -32.3% | +1.7% |
| 3Y | +261.4% | +183.9% | +77.6% | +111.2% |
| 5Y | +245.3% | +51.2% | +194.1% | +166.2% |
| 10Y | +381.8% | +105.3% | +276.5% | +221.1% |
| All | +5,591.8% | +1,721.1% | +3,870.7% | +1,881.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling