+213.2%
RSP vs HST
+143.2%
+69.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -1.0% |
| 7D | +0.7% | +0.6% | +0.2% | +0.5% |
| 30D | +3.7% | +14.5% | -10.8% | -1.4% |
| 3M | +0.7% | +15.4% | -14.7% | -4.6% |
| 6M | +9.0% | +22.0% | -12.9% | +0.9% |
| YTD | +16.7% | +54.9% | -38.2% | -1.4% |
| 1Y | +19.0% | +54.0% | -35.0% | +0.7% |
| 3Y | +64.7% | +90.4% | -25.7% | +26.9% |
| 5Y | +49.6% | +84.2% | -34.6% | +13.4% |
| 10Y | +213.2% | +144.6% | +68.6% | +107.2% |
| All | +213.2% | +143.2% | +69.9% | +107.2% |
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