+238.8%
RSP vs HPE
+545.6%
-306.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.5% | +4.0% | +0.8% |
| 7D | -0.8% | -0.6% | -0.2% | -0.7% |
| 30D | -0.3% | -2.3% | +2.0% | 0.0% |
| 3M | +4.3% | -2.9% | +7.1% | +3.8% |
| 6M | +8.8% | +143.6% | -134.7% | -20.5% |
| YTD | +15.3% | +118.5% | -103.3% | -13.2% |
| 1Y | +18.3% | +129.2% | -110.9% | -13.0% |
| 3Y | +52.8% | +212.5% | -159.7% | -4.3% |
| 5Y | +51.7% | +286.9% | -235.2% | -14.4% |
| 10Y | +208.5% | +432.3% | -223.9% | +45.5% |
| All | +238.8% | +545.6% | -306.8% | +45.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling