-24.5%
RCL vs HLT
+12.2%
-36.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.5% | +0.5% |
| 7D | -1.9% | -1.6% | -0.3% | -0.5% |
| 30D | -15.5% | -5.0% | -10.5% | -11.5% |
| 3M | -9.7% | -10.4% | +0.7% | 0.0% |
| 6M | -8.7% | +3.2% | -12.0% | -14.4% |
| YTD | -5.8% | +6.7% | -12.5% | -14.4% |
| 1Y | -24.5% | +10.3% | -34.7% | -35.8% |
| All | -24.5% | +12.2% | -36.6% | -35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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