+382.1%
RCL vs HWM
+1,165.4%
-783.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -1.1% | -0.2% |
| 7D | +6.5% | +3.3% | +3.2% | +3.6% |
| 30D | +15.9% | -7.6% | +23.5% | +20.6% |
| 3M | +2.7% | -28.9% | +31.6% | +25.9% |
| 6M | +15.2% | -19.7% | +34.9% | +28.8% |
| YTD | +19.2% | +0.5% | +18.7% | +13.3% |
| 1Y | +31.6% | +0.3% | +31.4% | +25.1% |
| 3Y | +274.2% | +325.8% | -51.7% | +24.2% |
| 5Y | +250.1% | +524.7% | -274.7% | -9.3% |
| 10Y | +388.4% | +1,491.8% | -1,103.3% | -21.4% |
| All | +382.1% | +1,165.4% | -783.3% | -21.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling