+209.8%
RSP vs HBM
+625.8%
-416.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.3% | -0.9% |
| 7D | -1.8% | +5.5% | -7.3% | -2.6% |
| 30D | -2.5% | +3.3% | -5.8% | -3.2% |
| 3M | +3.0% | +12.7% | -9.6% | +0.3% |
| 6M | +8.9% | +28.2% | -19.3% | +3.0% |
| YTD | +13.0% | +45.3% | -32.3% | +3.9% |
| 1Y | +16.2% | +121.7% | -105.5% | -0.7% |
| 3Y | +52.7% | +523.5% | -470.8% | +6.3% |
| 5Y | +50.5% | +393.9% | -343.4% | +4.2% |
| 10Y | +209.8% | +647.9% | -438.1% | +71.0% |
| All | +209.8% | +625.8% | -416.0% | +71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 10y: compounded portfolio wealth divided by compounded HBM 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…
10y analysis · Full analysis span regression · 6 months rolling