+64.8%
RSP vs HL
+254.4%
-189.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.5% | +4.6% | -0.5% |
| 7D | +1.8% | -7.6% | +9.4% | +2.4% |
| 30D | +3.5% | -17.5% | +21.0% | +4.8% |
| 3M | +0.2% | -26.2% | +26.4% | +2.1% |
| 6M | +9.1% | -35.1% | +44.2% | +11.8% |
| YTD | +16.6% | -30.4% | +47.0% | +17.7% |
| 1Y | +17.9% | -14.0% | +31.9% | +16.9% |
| All | +64.8% | +254.4% | -189.6% | +35.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling