-25.1%
RCL vs HST
+38.1%
-63.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.4% |
| 7D | -5.1% | -1.0% | -4.1% | -4.3% |
| 30D | -19.0% | -12.3% | -6.7% | -10.1% |
| 3M | -9.6% | -6.4% | -3.2% | -5.1% |
| 6M | -6.7% | +15.0% | -21.7% | -18.1% |
| YTD | -3.9% | +30.5% | -34.4% | -23.7% |
| 1Y | -25.1% | +35.7% | -60.8% | -41.5% |
| All | -25.1% | +38.1% | -63.2% | -41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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