+5,578.7%
RCL vs HST
+2,048.4%
+3,530.3%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.0% | -2.9% | -3.3% |
| 7D | -0.2% | +3.6% | -3.8% | -2.3% |
| 30D | +14.4% | +9.9% | +4.5% | +8.2% |
| 3M | +5.2% | +12.9% | -7.8% | -2.2% |
| 6M | +26.1% | +22.9% | +3.3% | +11.5% |
| YTD | +17.4% | +52.4% | -35.1% | -8.5% |
| 1Y | +24.7% | +52.5% | -27.9% | -2.7% |
| 3Y | +250.9% | +87.4% | +163.5% | +142.4% |
| 5Y | +293.8% | +82.9% | +210.9% | +182.2% |
| 10Y | +342.4% | +134.8% | +207.6% | +201.4% |
| All | +5,578.7% | +2,048.4% | +3,530.3% | +1,946.2% |
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