+379.0%
RCL vs HST
+144.9%
+234.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.7% | +0.3% | +0.4% |
| 7D | +5.0% | -1.1% | +6.1% | +6.0% |
| 30D | +19.4% | +11.6% | +7.8% | +7.2% |
| 3M | +5.9% | +9.5% | -3.6% | -3.3% |
| 6M | +23.8% | +18.9% | +4.9% | +3.8% |
| YTD | +22.8% | +51.0% | -28.2% | -18.6% |
| 1Y | +34.3% | +53.0% | -18.7% | -12.0% |
| 3Y | +276.4% | +87.5% | +188.9% | +95.6% |
| 5Y | +281.6% | +76.7% | +204.9% | +106.8% |
| 10Y | +379.0% | +137.9% | +241.1% | +110.4% |
| All | +379.0% | +144.9% | +234.1% | +110.4% |
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