+342.5%
RCL vs HIG
+314.4%
+28.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -2.3% |
| 7D | -2.2% | -0.5% | -1.7% | -1.9% |
| 30D | -15.7% | -2.8% | -12.8% | -13.8% |
| 3M | -8.0% | +6.3% | -14.3% | -13.2% |
| 6M | -10.1% | -0.1% | -10.0% | -11.5% |
| YTD | -5.9% | +0.4% | -6.3% | -7.9% |
| 1Y | -23.5% | +6.2% | -29.7% | -28.5% |
| 3Y | +174.4% | +101.6% | +72.8% | +45.3% |
| 5Y | +227.1% | +119.8% | +107.3% | +62.7% |
| 10Y | +342.5% | +311.7% | +30.8% | +40.9% |
| All | +342.5% | +314.4% | +28.2% | +40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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