+30.8%
RCL vs HST
+55.2%
-24.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.7% | -1.4% |
| 7D | +8.5% | +0.6% | +7.9% | +7.9% |
| 30D | +20.4% | +14.5% | +5.9% | +6.9% |
| 3M | +11.0% | +15.4% | -4.4% | -2.3% |
| 6M | +24.9% | +22.0% | +2.9% | +3.1% |
| YTD | +23.9% | +54.9% | -31.0% | -21.2% |
| 1Y | +30.8% | +54.0% | -23.1% | -16.7% |
| All | +30.8% | +55.2% | -24.4% | -16.7% |
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