+3,428.9%
RCL vs HIG
+1,002.1%
+2,426.8%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | +0.3% |
| 7D | -5.1% | +0.3% | -5.4% | -5.2% |
| 30D | -19.0% | -3.2% | -15.8% | -18.0% |
| 3M | -9.6% | +9.1% | -18.7% | -13.0% |
| 6M | -6.7% | -1.8% | -4.9% | -6.6% |
| YTD | -3.9% | +1.8% | -5.7% | -5.2% |
| 1Y | -25.1% | +4.6% | -29.7% | -26.8% |
| 3Y | +179.1% | +101.6% | +77.5% | +109.6% |
| 5Y | +243.3% | +124.5% | +118.8% | +151.2% |
| 10Y | +325.8% | +317.8% | +8.0% | +155.6% |
| All | +3,428.9% | +1,002.1% | +2,426.8% | +1,034.6% |
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