+55.9%
RSP vs HBM
+478.3%
-422.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.5% | -0.4% |
| 7D | -0.8% | -6.4% | +5.6% | 0.0% |
| 30D | -0.3% | +5.9% | -6.2% | -1.1% |
| 3M | +4.3% | -8.9% | +13.2% | +4.8% |
| 6M | +8.8% | +10.7% | -1.8% | +6.0% |
| YTD | +15.3% | +38.3% | -23.0% | +8.2% |
| 1Y | +18.3% | +121.3% | -103.1% | +3.0% |
| All | +55.9% | +478.3% | -422.5% | +9.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling