+210.3%
RSP vs HST
+133.9%
+76.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.5% |
| 7D | +1.8% | +3.6% | -1.8% | +0.4% |
| 30D | +3.5% | +9.9% | -6.4% | -0.1% |
| 3M | +0.2% | +12.9% | -12.7% | -4.3% |
| 6M | +9.1% | +22.9% | -13.7% | +0.7% |
| YTD | +16.6% | +52.4% | -35.8% | -0.9% |
| 1Y | +17.9% | +52.5% | -34.6% | +0.1% |
| 3Y | +64.6% | +87.4% | -22.8% | +27.4% |
| 5Y | +48.4% | +82.9% | -34.5% | +12.7% |
| All | +210.3% | +133.9% | +76.4% | +107.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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