+209.8%
RSP vs HPE
+533.2%
-323.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.1% | -6.1% | -2.4% |
| 7D | -1.8% | +13.6% | -15.5% | -5.6% |
| 30D | -2.5% | +7.7% | -10.3% | -5.1% |
| 3M | +3.0% | +22.4% | -19.4% | -4.4% |
| 6M | +8.9% | +172.6% | -163.7% | -23.9% |
| YTD | +13.0% | +147.5% | -134.6% | -18.8% |
| 1Y | +16.2% | +151.8% | -135.5% | -17.6% |
| 3Y | +52.7% | +267.1% | -214.4% | -10.9% |
| 5Y | +50.5% | +362.8% | -312.3% | -22.2% |
| 10Y | +209.8% | +540.2% | -330.3% | +30.5% |
| All | +209.8% | +533.2% | -323.4% | +30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HPE.
Daily Out/Under-Performance
Portfolio return minus HPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPE 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 10y: compounded portfolio wealth divided by compounded HPE 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…
10y analysis · Full analysis span regression · 6 months rolling