-25.1%
RCL vs HWM
+48.6%
-73.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | +0.1% |
| 7D | -5.1% | -2.1% | -3.0% | -4.3% |
| 30D | -19.0% | -11.0% | -8.0% | -15.0% |
| 3M | -9.6% | +4.0% | -13.6% | -12.5% |
| 6M | -6.7% | -0.2% | -6.5% | -9.6% |
| YTD | -3.9% | +26.7% | -30.6% | -13.7% |
| 1Y | -25.1% | +44.7% | -69.8% | -34.2% |
| All | -25.1% | +48.6% | -73.7% | -34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 1y: compounded portfolio wealth divided by compounded HWM 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…
1y analysis · Full analysis span regression · 6 months rolling