+1,152.9%
RSP vs HST
+612.8%
+540.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.0% |
| 7D | -0.3% | -1.3% | +1.0% | +0.1% |
| 30D | +4.4% | +13.4% | -8.9% | -0.1% |
| 3M | +1.3% | +16.7% | -15.4% | -4.2% |
| 6M | +10.0% | +24.0% | -14.0% | +1.5% |
| YTD | +17.6% | +54.0% | -36.3% | +0.3% |
| 1Y | +19.2% | +55.0% | -35.8% | +1.4% |
| 3Y | +66.0% | +89.3% | -23.3% | +29.8% |
| 5Y | +50.4% | +85.4% | -35.0% | +15.3% |
| 10Y | +215.7% | +137.1% | +78.5% | +106.0% |
| All | +1,152.9% | +612.8% | +540.1% | +346.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling