+238.8%
RCL vs HIG
+122.5%
+116.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +1.2% |
| 7D | -0.5% | -1.1% | +0.6% | +0.3% |
| 30D | -17.3% | -4.9% | -12.4% | -14.2% |
| 3M | -2.8% | +6.8% | -9.5% | -8.4% |
| 6M | -4.4% | -1.7% | -2.7% | -4.4% |
| YTD | -4.2% | -0.2% | -3.9% | -5.6% |
| 1Y | -23.4% | +5.7% | -29.1% | -28.1% |
| 3Y | +179.4% | +100.3% | +79.1% | +38.3% |
| 5Y | +238.8% | +118.5% | +120.3% | +50.7% |
| All | +238.8% | +122.5% | +116.2% | +50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling