+196.9%
RCL vs HUT
+217.0%
-20.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +0.9% |
| 7D | +8.5% | -10.9% | +19.5% | +9.2% |
| 30D | +20.4% | -32.6% | +53.0% | +24.7% |
| 3M | +11.0% | -33.7% | +44.7% | +14.2% |
| 6M | +24.9% | -42.3% | +67.2% | +28.8% |
| YTD | +23.9% | +23.6% | +0.3% | +14.1% |
| 1Y | +30.8% | +20.4% | +10.5% | +19.5% |
| 3Y | +270.4% | +423.2% | -152.8% | +152.7% |
| 5Y | +296.1% | -19.4% | +315.5% | +191.4% |
| All | +196.9% | +217.0% | -20.1% | +40.9% |
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