+342.5%
RCL vs HBM
+625.8%
-283.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.6% |
| 7D | -2.2% | +5.5% | -7.7% | -4.0% |
| 30D | -15.7% | +3.3% | -18.9% | -16.9% |
| 3M | -8.0% | +12.7% | -20.6% | -13.2% |
| 6M | -10.1% | +28.2% | -38.3% | -19.9% |
| YTD | -5.9% | +45.3% | -51.2% | -21.0% |
| 1Y | -23.5% | +121.7% | -145.2% | -45.4% |
| 3Y | +174.4% | +523.5% | -349.1% | +25.0% |
| 5Y | +227.1% | +393.9% | -166.8% | +50.4% |
| 10Y | +342.5% | +647.9% | -305.4% | +32.9% |
| All | +342.5% | +625.8% | -283.3% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 10y: compounded portfolio wealth divided by compounded HBM 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…
10y analysis · Full analysis span regression · 6 months rolling