+1,144.5%
RSP vs HL
+278.0%
+866.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.4% |
| 7D | +2.4% | -11.1% | +13.5% | +3.7% |
| 30D | +4.3% | -12.1% | +16.4% | +5.6% |
| 3M | -0.3% | -26.1% | +25.8% | +2.5% |
| 6M | +9.8% | -37.7% | +47.6% | +14.5% |
| YTD | +16.8% | -31.7% | +48.5% | +19.0% |
| 1Y | +19.5% | -11.6% | +31.1% | +17.8% |
| 3Y | +65.1% | +249.6% | -184.5% | +33.0% |
| 5Y | +48.7% | +108.5% | -59.8% | +23.4% |
| 10Y | +213.6% | +127.0% | +86.6% | +129.1% |
| All | +1,144.5% | +278.0% | +866.5% | +577.5% |
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