+54.7%
RSP vs HDB
-24.6%
+79.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | 0.0% | -0.4% |
| 7D | -0.8% | +0.4% | -1.2% | -0.8% |
| 30D | -0.3% | -2.8% | +2.5% | +0.1% |
| 3M | +4.3% | -3.5% | +7.8% | +4.6% |
| 6M | +8.8% | -24.7% | +33.5% | +13.4% |
| YTD | +15.3% | -36.6% | +51.8% | +23.3% |
| 1Y | +18.3% | -34.4% | +52.7% | +25.7% |
| All | +54.7% | -24.6% | +79.3% | +57.3% |
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