+219.1%
RCL vs HLT
+142.1%
+77.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.5% | +0.5% |
| 7D | -1.9% | -1.6% | -0.3% | -0.2% |
| 30D | -15.5% | -5.0% | -10.5% | -10.7% |
| 3M | -9.7% | -10.4% | +0.7% | +1.1% |
| 6M | -8.7% | +3.2% | -12.0% | -13.1% |
| YTD | -5.8% | +6.7% | -12.5% | -13.5% |
| 1Y | -24.5% | +10.3% | -34.7% | -33.3% |
| 3Y | +173.9% | +99.3% | +74.6% | +22.9% |
| All | +219.1% | +142.1% | +77.0% | +21.3% |
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