+65.1%
RSP vs HLT
+133.3%
-68.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +2.4% | +0.7% | +1.7% | +2.1% |
| 30D | +4.3% | +13.7% | -9.5% | -0.8% |
| 3M | -0.3% | +16.3% | -16.7% | -6.1% |
| 6M | +9.8% | +19.9% | -10.1% | +1.7% |
| YTD | +16.8% | +30.1% | -13.2% | +4.0% |
| 1Y | +19.5% | +38.5% | -19.0% | +3.2% |
| 3Y | +65.1% | +131.0% | -65.9% | +11.2% |
| All | +65.1% | +133.3% | -68.2% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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