+622.1%
RCL vs HLT
+637.7%
-15.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +2.2% |
| 7D | -0.5% | -2.4% | +2.0% | +2.2% |
| 30D | -17.3% | -4.1% | -13.3% | -13.6% |
| 3M | -2.8% | -10.6% | +7.8% | +9.1% |
| 6M | -4.4% | +2.0% | -6.4% | -7.5% |
| YTD | -4.2% | +6.1% | -10.3% | -11.2% |
| 1Y | -23.4% | +9.8% | -33.2% | -31.7% |
| 3Y | +179.4% | +99.0% | +80.4% | +27.9% |
| 5Y | +238.8% | +151.5% | +87.3% | +21.2% |
| 10Y | +350.2% | +561.1% | -210.9% | -20.3% |
| All | +622.1% | +637.7% | -15.5% | +21.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling