+4,210.2%
RCL vs HIG
+990.4%
+3,219.9%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.2% | -3.7% | -3.9% |
| 7D | -0.2% | -0.1% | -0.1% | -0.2% |
| 30D | +14.4% | +4.4% | +10.0% | +12.4% |
| 3M | +5.2% | 0.0% | +5.1% | +5.0% |
| 6M | +26.1% | +3.8% | +22.3% | +23.5% |
| YTD | +17.4% | +0.7% | +16.7% | +16.2% |
| 1Y | +24.7% | +5.0% | +19.6% | +21.5% |
| 3Y | +250.9% | +95.3% | +155.6% | +166.5% |
| 5Y | +293.8% | +110.8% | +183.1% | +195.1% |
| 10Y | +342.4% | +261.9% | +80.5% | +178.7% |
| All | +4,210.2% | +990.4% | +3,219.9% | +1,290.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling