-23.5%
RCL vs HIG
+6.8%
-30.3%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -2.0% |
| 7D | -2.2% | -0.5% | -1.7% | -2.1% |
| 30D | -15.7% | -2.8% | -12.8% | -14.8% |
| 3M | -8.0% | +6.3% | -14.3% | -10.7% |
| 6M | -10.1% | -0.1% | -10.0% | -9.7% |
| YTD | -5.9% | +0.4% | -6.3% | -6.9% |
| 1Y | -23.5% | +6.2% | -29.7% | -27.8% |
| All | -23.5% | +6.8% | -30.3% | -27.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling