+48.7%
RSP vs HIG
+109.3%
-60.6%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.6% | +2.0% |
| 7D | +0.4% | -0.5% | +0.9% | +0.7% |
| 30D | +3.7% | +4.5% | -0.7% | +1.7% |
| 3M | +0.8% | -5.5% | +6.2% | +3.0% |
| 6M | +9.1% | +3.1% | +6.0% | +6.9% |
| YTD | +16.7% | -0.8% | +17.5% | +16.1% |
| 1Y | +19.7% | +6.1% | +13.6% | +15.2% |
| 3Y | +66.7% | +94.1% | -27.4% | +16.0% |
| 5Y | +48.7% | +106.4% | -57.7% | -1.8% |
| All | +48.7% | +109.3% | -60.6% | -1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling