+54.7%
RSP vs HAL
-0.7%
+55.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | -0.8% | +2.9% | -3.7% | -1.3% |
| 30D | -0.3% | +17.0% | -17.4% | -3.1% |
| 3M | +4.3% | -9.7% | +13.9% | +6.1% |
| 6M | +8.8% | +8.6% | +0.2% | +6.3% |
| YTD | +15.3% | +33.0% | -17.7% | +7.5% |
| 1Y | +18.3% | +68.3% | -50.0% | +4.1% |
| All | +54.7% | -0.7% | +55.4% | +45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 HAL 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