+61.0%
RSP vs HDB
-11.1%
+72.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -0.7% |
| 7D | -1.0% | +13.3% | -14.4% | -3.0% |
| 30D | +2.6% | +13.6% | -11.0% | +0.5% |
| 3M | -0.8% | +5.8% | -6.5% | -1.8% |
| 6M | +6.3% | -1.9% | +8.2% | +6.2% |
| YTD | +14.1% | -31.2% | +45.3% | +20.0% |
| 1Y | +18.0% | -29.6% | +47.6% | +23.6% |
| 3Y | +61.0% | -10.1% | +71.1% | +60.4% |
| All | +61.0% | -11.1% | +72.1% | +60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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