+4,410.9%
RCL vs HIG
+974.1%
+3,436.8%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.6% | +2.4% | +2.7% |
| 7D | +5.0% | -0.5% | +5.4% | +5.2% |
| 30D | +19.4% | +4.5% | +14.9% | +17.3% |
| 3M | +5.9% | -5.5% | +11.4% | +8.2% |
| 6M | +23.8% | +3.1% | +20.7% | +21.5% |
| YTD | +22.8% | -0.8% | +23.6% | +22.3% |
| 1Y | +34.3% | +6.1% | +28.2% | +30.3% |
| 3Y | +276.4% | +94.1% | +182.3% | +186.6% |
| 5Y | +281.6% | +106.4% | +175.2% | +188.3% |
| 10Y | +379.0% | +265.1% | +113.9% | +201.2% |
| All | +4,410.9% | +974.1% | +3,436.8% | +1,363.4% |
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