+379.0%
RCL vs HWM
+1,636.6%
-1,257.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.1% | -2.1% | -0.3% |
| 7D | +5.0% | +1.6% | +3.4% | +3.2% |
| 30D | +19.4% | -3.9% | +23.3% | +21.1% |
| 3M | +5.9% | -23.2% | +29.2% | +23.5% |
| 6M | +23.8% | -20.0% | +43.8% | +39.3% |
| YTD | +22.8% | +5.7% | +17.1% | +12.9% |
| 1Y | +34.3% | +4.9% | +29.4% | +23.8% |
| 3Y | +276.4% | +347.0% | -70.6% | +20.6% |
| 5Y | +281.6% | +563.0% | -281.4% | -5.4% |
| 10Y | +379.0% | +1,579.2% | -1,200.1% | -27.3% |
| All | +379.0% | +1,636.6% | -1,257.6% | -27.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling