+330.2%
RCL vs HBM
+285.4%
+44.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.5% | -2.5% | -3.5% |
| 7D | -0.2% | +5.1% | -5.3% | -1.9% |
| 30D | +14.4% | -15.8% | +30.2% | +20.6% |
| 3M | +5.2% | -22.4% | +27.6% | +12.9% |
| 6M | +26.1% | -20.2% | +46.4% | +31.4% |
| YTD | +17.4% | +9.0% | +8.3% | +7.3% |
| 1Y | +24.7% | +27.4% | -2.7% | +7.6% |
| 3Y | +250.9% | +424.2% | -173.3% | +66.8% |
| 5Y | +293.8% | +196.1% | +97.7% | +114.9% |
| All | +330.2% | +285.4% | +44.8% | +46.7% |
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