+29.7%
RCL vs HST
+54.6%
-24.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -0.9% |
| 7D | +0.6% | -1.3% | +1.9% | +1.6% |
| 30D | +19.4% | +13.4% | +6.1% | +7.0% |
| 3M | +9.8% | +16.7% | -6.9% | -4.3% |
| 6M | +28.6% | +24.0% | +4.6% | +4.2% |
| YTD | +22.2% | +54.0% | -31.8% | -22.1% |
| 1Y | +29.7% | +55.0% | -25.3% | -17.8% |
| All | +29.7% | +54.6% | -24.9% | -17.8% |
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