+129.7%
RCL vs HUT
+455.5%
-325.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.4% | -6.6% | -1.0% |
| 7D | -0.5% | +28.3% | -28.7% | -3.5% |
| 30D | -17.3% | +12.3% | -29.6% | -18.9% |
| 3M | -2.8% | -16.8% | +14.1% | -2.2% |
| 6M | -4.4% | +111.4% | -115.8% | -14.9% |
| YTD | -4.2% | +116.6% | -120.7% | -16.1% |
| 1Y | -23.4% | +290.5% | -313.8% | -39.3% |
| 3Y | +179.4% | +792.3% | -612.9% | +81.0% |
| 5Y | +238.8% | +94.1% | +144.6% | +128.9% |
| All | +129.7% | +455.5% | -325.8% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 10y: compounded portfolio wealth divided by compounded HUT 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…
10y analysis · Full analysis span regression · 6 months rolling