+375.0%
RCL vs HWM
+1,599.0%
-1,224.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | 0.0% |
| 7D | +8.5% | -1.8% | +10.3% | +9.4% |
| 30D | +20.4% | -2.7% | +23.1% | +21.1% |
| 3M | +11.0% | -22.7% | +33.7% | +28.9% |
| 6M | +24.9% | -18.9% | +43.8% | +39.3% |
| YTD | +23.9% | +7.1% | +16.8% | +12.8% |
| 1Y | +30.8% | +4.7% | +26.2% | +20.8% |
| 3Y | +270.4% | +345.6% | -75.2% | +18.9% |
| 5Y | +296.1% | +588.3% | -292.2% | -4.3% |
| 10Y | +375.0% | +1,516.2% | -1,141.1% | -27.3% |
| All | +375.0% | +1,599.0% | -1,224.0% | -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