+242.7%
RSP vs HPE
+524.4%
-281.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | +1.8% | +13.6% | -11.8% | -1.7% |
| 30D | +3.5% | -27.1% | +30.6% | +11.8% |
| 3M | +0.2% | -14.5% | +14.7% | +2.2% |
| 6M | +9.1% | +66.9% | -57.8% | -11.6% |
| YTD | +16.6% | +111.3% | -94.7% | -13.4% |
| 1Y | +17.9% | +117.5% | -99.6% | -13.4% |
| 3Y | +64.6% | +238.1% | -173.5% | -2.3% |
| 5Y | +48.4% | +292.4% | -244.0% | -18.4% |
| 10Y | +212.9% | +389.3% | -176.4% | +47.6% |
| All | +242.7% | +524.4% | -281.6% | +45.3% |
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