+213.4%
RSP vs HWM
+1,473.3%
-1,259.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -1.1% |
| 7D | -1.0% | +3.4% | -4.4% | -2.2% |
| 30D | +2.6% | -7.5% | +10.1% | +4.5% |
| 3M | -0.8% | -28.9% | +28.1% | +8.7% |
| 6M | +6.3% | -19.6% | +25.9% | +11.7% |
| YTD | +14.1% | +0.6% | +13.5% | +11.2% |
| 1Y | +18.0% | +0.3% | +17.7% | +15.0% |
| 3Y | +61.0% | +326.1% | -265.1% | -3.8% |
| 5Y | +45.6% | +525.2% | -479.6% | -23.8% |
| All | +213.4% | +1,473.3% | -1,259.9% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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