+179.4%
RCL vs HBM
+521.9%
-342.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.7% | -6.0% | -1.4% |
| 7D | -0.5% | +7.3% | -7.8% | -1.9% |
| 30D | -17.3% | +5.0% | -22.4% | -18.4% |
| 3M | -2.8% | +11.1% | -13.9% | -5.8% |
| 6M | -4.4% | +30.2% | -34.6% | -11.1% |
| YTD | -4.2% | +46.2% | -50.4% | -13.8% |
| 1Y | -23.4% | +120.0% | -143.4% | -37.5% |
| 3Y | +179.4% | +527.3% | -347.9% | +71.3% |
| All | +179.4% | +521.9% | -342.5% | +71.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling