+261.1%
RCL vs HST
+71.5%
+189.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +6.5% | -2.7% | +9.2% | +9.0% |
| 30D | +15.9% | +10.7% | +5.2% | +5.8% |
| 3M | +2.7% | +6.3% | -3.6% | -2.9% |
| 6M | +15.2% | +19.0% | -3.7% | -2.0% |
| YTD | +19.2% | +47.0% | -27.8% | -16.1% |
| 1Y | +31.6% | +53.4% | -21.8% | -10.8% |
| 3Y | +274.2% | +78.0% | +196.2% | +114.1% |
| All | +261.1% | +71.5% | +189.6% | +117.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling