+1,115.8%
RSP vs HAL
+327.5%
+788.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -1.0% | -12.0% | +10.9% | +2.6% |
| 30D | +2.6% | +0.3% | +2.3% | +2.3% |
| 3M | -0.8% | -1.6% | +0.8% | -0.8% |
| 6M | +6.3% | -20.5% | +26.8% | +12.5% |
| YTD | +14.1% | +14.2% | -0.1% | +7.6% |
| 1Y | +18.0% | +18.9% | -0.8% | +9.8% |
| 3Y | +61.0% | -13.7% | +74.8% | +59.7% |
| 5Y | +45.6% | +42.2% | +3.4% | +16.7% |
| 10Y | +220.2% | -16.7% | +236.9% | +156.7% |
| All | +1,115.8% | +327.5% | +788.2% | +401.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling