+259.4%
RCL vs HWM
+345.1%
-85.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.2% |
| 7D | +8.5% | -1.8% | +10.3% | +9.2% |
| 30D | +20.4% | -2.7% | +23.1% | +21.1% |
| 3M | +11.0% | -22.7% | +33.7% | +24.7% |
| 6M | +24.9% | -18.9% | +43.8% | +35.8% |
| YTD | +23.9% | +7.1% | +16.8% | +15.2% |
| 1Y | +30.8% | +4.7% | +26.2% | +23.0% |
| All | +259.4% | +345.1% | -85.7% | +79.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling