+1,120.4%
RSP vs HST
+581.0%
+539.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.7% | +2.8% | -0.9% |
| 7D | -1.4% | -4.2% | +2.7% | 0.0% |
| 30D | +2.1% | +9.6% | -7.4% | -1.2% |
| 3M | -0.9% | -1.1% | +0.2% | -0.8% |
| 6M | +7.5% | +21.1% | -13.6% | +0.1% |
| YTD | +14.6% | +47.1% | -32.5% | -0.7% |
| 1Y | +17.6% | +64.0% | -46.4% | -2.1% |
| 3Y | +60.8% | +77.1% | -16.3% | +28.6% |
| 5Y | +46.1% | +71.8% | -25.6% | +15.1% |
| 10Y | +221.4% | +146.3% | +75.1% | +107.0% |
| All | +1,120.4% | +581.0% | +539.4% | +342.1% |
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