+292.2%
RCL vs HWM
+591.3%
-299.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +1.1% |
| 7D | -1.2% | +7.3% | -8.5% | -5.8% |
| 30D | +17.8% | +1.6% | +16.3% | +15.1% |
| 3M | +4.9% | -21.9% | +26.8% | +21.8% |
| 6M | +23.7% | -19.0% | +42.8% | +38.8% |
| YTD | +17.8% | +7.9% | +9.9% | +4.9% |
| 1Y | +28.9% | +9.9% | +19.0% | +12.9% |
| 3Y | +241.9% | +342.1% | -100.3% | -16.7% |
| All | +292.2% | +591.3% | -299.1% | -42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling