+1,142.9%
RSP vs HIG
+439.6%
+703.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.5% |
| 7D | +0.7% | +2.1% | -1.4% | +0.3% |
| 30D | +3.7% | +6.7% | -3.1% | +2.2% |
| 3M | +0.7% | -1.9% | +2.6% | +1.0% |
| 6M | +9.0% | +5.3% | +3.7% | +7.6% |
| YTD | +16.7% | +1.3% | +15.3% | +16.0% |
| 1Y | +19.0% | +7.2% | +11.8% | +16.8% |
| 3Y | +64.7% | +96.6% | -31.9% | +42.0% |
| 5Y | +49.6% | +110.0% | -60.4% | +27.0% |
| 10Y | +213.2% | +268.4% | -55.2% | +132.1% |
| All | +1,142.9% | +439.6% | +703.3% | +590.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling