+5,669.9%
RCL vs HST
+1,972.7%
+3,697.3%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +6.5% | -2.7% | +9.2% | +8.2% |
| 30D | +15.9% | +10.7% | +5.2% | +9.1% |
| 3M | +2.7% | +6.3% | -3.6% | -1.0% |
| 6M | +15.2% | +19.0% | -3.7% | +3.8% |
| YTD | +19.2% | +47.0% | -27.8% | -5.1% |
| 1Y | +31.6% | +53.4% | -21.8% | +2.4% |
| 3Y | +274.2% | +78.0% | +196.2% | +166.2% |
| 5Y | +250.1% | +71.7% | +178.4% | +160.3% |
| 10Y | +388.4% | +146.2% | +242.2% | +226.2% |
| All | +5,669.9% | +1,972.7% | +3,697.3% | +2,023.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling