+66.7%
RSP vs HIG
+94.4%
-27.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.6% | +2.1% |
| 7D | +0.4% | -0.5% | +0.9% | +0.6% |
| 30D | +3.7% | +4.5% | -0.7% | +2.3% |
| 3M | +0.8% | -5.5% | +6.2% | +2.5% |
| 6M | +9.1% | +3.1% | +6.0% | +7.5% |
| YTD | +16.7% | -0.8% | +17.5% | +16.4% |
| 1Y | +19.7% | +6.1% | +13.6% | +16.2% |
| 3Y | +66.7% | +94.1% | -27.4% | +38.2% |
| All | +66.7% | +94.4% | -27.7% | +38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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