+50.4%
RSP vs HLT
+145.1%
-94.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.4% | -0.6% |
| 7D | -3.1% | -2.6% | -0.5% | -2.1% |
| 30D | -3.4% | -2.6% | -0.8% | -2.4% |
| 3M | +3.6% | -9.4% | +13.0% | +7.5% |
| 6M | +9.0% | +2.7% | +6.2% | +7.0% |
| YTD | +12.2% | +6.8% | +5.4% | +8.1% |
| 1Y | +15.6% | +12.4% | +3.2% | +8.6% |
| 3Y | +51.6% | +100.2% | -48.5% | +10.4% |
| 5Y | +50.4% | +143.7% | -93.3% | -1.6% |
| All | +50.4% | +145.1% | -94.7% | -1.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling