+374.5%
RCL vs HWM
+1,272.7%
-898.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.4% | -3.5% | -3.7% |
| 7D | -0.2% | +11.1% | -11.4% | -7.0% |
| 30D | +14.4% | +3.0% | +11.4% | +10.8% |
| 3M | +5.2% | -20.7% | +25.9% | +19.9% |
| 6M | +26.1% | -17.2% | +43.3% | +38.7% |
| YTD | +17.4% | +9.1% | +8.3% | +5.6% |
| 1Y | +24.7% | +9.0% | +15.6% | +12.0% |
| 3Y | +250.9% | +353.8% | -102.9% | +11.7% |
| 5Y | +293.8% | +608.0% | -314.2% | -6.1% |
| 10Y | +342.4% | +1,510.3% | -1,168.0% | -31.8% |
| All | +374.5% | +1,272.7% | -898.3% | -27.0% |
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