+345.6%
RCL vs HST
+97.2%
+248.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.4% |
| 7D | -5.1% | -1.0% | -4.1% | -4.1% |
| 30D | -19.0% | -12.3% | -6.7% | -8.5% |
| 3M | -9.6% | -6.4% | -3.2% | -4.0% |
| 6M | -6.7% | +15.0% | -21.7% | -18.9% |
| YTD | -3.9% | +30.5% | -34.4% | -26.4% |
| 1Y | -25.1% | +35.7% | -60.8% | -45.0% |
| 3Y | +179.1% | +68.4% | +110.7% | +61.0% |
| 5Y | +243.3% | +73.1% | +170.2% | +89.9% |
| All | +345.6% | +97.2% | +248.4% | +123.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling