+19.0%
RSP vs HBM
+31.9%
-12.9%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.7% | +3.7% | +0.3% |
| 7D | +0.7% | +2.4% | -1.6% | +0.5% |
| 30D | +3.7% | -16.0% | +19.6% | +4.9% |
| 3M | +0.7% | -21.3% | +22.0% | +2.2% |
| 6M | +9.0% | -12.2% | +21.3% | +9.2% |
| YTD | +16.7% | +10.7% | +6.0% | +12.2% |
| 1Y | +19.0% | +30.3% | -11.3% | +11.0% |
| All | +19.0% | +31.9% | -12.9% | +11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling