+21.8%
RSP vs HD
-3.1%
+25.0%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.5% | -4.7% | +0.1% |
| 7D | +2.7% | +11.9% | -9.2% | -0.4% |
| 30D | +5.8% | +26.4% | -20.6% | -0.7% |
| 3M | +1.8% | +2.8% | -1.0% | +0.9% |
| 6M | +11.6% | +15.5% | -3.9% | +6.9% |
| YTD | +18.0% | +5.5% | +12.4% | +15.9% |
| 1Y | +21.8% | -4.6% | +26.4% | +22.1% |
| All | +21.8% | -3.1% | +25.0% | +22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HD.
Daily Out/Under-Performance
Portfolio return minus HD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HD 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 HD 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