+292.2%
RCL vs HLT
+162.2%
+130.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | -1.2% | +0.7% | -1.9% | -1.9% |
| 30D | +17.8% | +13.7% | +4.1% | +1.9% |
| 3M | +4.9% | +16.3% | -11.4% | -11.8% |
| 6M | +23.7% | +19.9% | +3.8% | -0.9% |
| YTD | +17.8% | +30.1% | -12.2% | -13.7% |
| 1Y | +28.9% | +38.5% | -9.6% | -12.1% |
| 3Y | +241.9% | +131.0% | +110.8% | +28.1% |
| All | +292.2% | +162.2% | +130.0% | +22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling