+1,127.7%
RSP vs HL
+496.7%
+631.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | -0.2% |
| 7D | -0.8% | +1.5% | -2.2% | -1.0% |
| 30D | -0.3% | +25.1% | -25.4% | -3.1% |
| 3M | +4.3% | +22.9% | -18.6% | +1.2% |
| 6M | +8.8% | -4.9% | +13.7% | +8.2% |
| YTD | +15.3% | +7.8% | +7.4% | +11.9% |
| 1Y | +18.3% | +133.9% | -115.6% | +3.7% |
| 3Y | +52.8% | +380.9% | -328.1% | +18.9% |
| 5Y | +51.7% | +230.2% | -178.5% | +19.6% |
| 10Y | +208.5% | +265.6% | -57.1% | +113.1% |
| All | +1,127.7% | +496.7% | +631.0% | +537.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling