+209.8%
RSP vs HL
+254.2%
-44.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.1% |
| 7D | -1.8% | +0.4% | -2.2% | -1.9% |
| 30D | -2.5% | +18.8% | -21.4% | -4.3% |
| 3M | +3.0% | +43.7% | -40.7% | -0.9% |
| 6M | +8.9% | -1.0% | +9.9% | +8.0% |
| YTD | +13.0% | +8.7% | +4.2% | +10.1% |
| 1Y | +16.2% | +105.0% | -88.8% | +5.7% |
| 3Y | +52.7% | +427.3% | -374.6% | +22.4% |
| 5Y | +50.5% | +249.3% | -198.8% | +22.3% |
| 10Y | +209.8% | +284.2% | -74.3% | +118.8% |
| All | +209.8% | +254.2% | -44.4% | +118.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 10y: compounded portfolio wealth divided by compounded HL 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…
10y analysis · Full analysis span regression · 6 months rolling