+213.2%
RSP vs HWM
+1,599.0%
-1,385.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.4% |
| 7D | +0.7% | -1.8% | +2.5% | +1.2% |
| 30D | +3.7% | -2.7% | +6.4% | +4.0% |
| 3M | +0.7% | -22.7% | +23.4% | +7.6% |
| 6M | +9.0% | -18.9% | +28.0% | +14.5% |
| YTD | +16.7% | +7.1% | +9.6% | +11.7% |
| 1Y | +19.0% | +4.7% | +14.3% | +14.5% |
| 3Y | +64.7% | +345.6% | -280.9% | -2.8% |
| 5Y | +49.6% | +588.3% | -538.7% | -24.0% |
| 10Y | +213.2% | +1,516.2% | -1,303.0% | +18.9% |
| All | +213.2% | +1,599.0% | -1,385.9% | +18.9% |
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