+215.6%
RSP vs HWM
+1,636.6%
-1,421.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.1% | -2.8% | +0.8% |
| 7D | +0.4% | +1.6% | -1.2% | -0.2% |
| 30D | +3.7% | -3.9% | +7.7% | +4.4% |
| 3M | +0.8% | -23.2% | +24.0% | +7.9% |
| 6M | +9.1% | -20.0% | +29.1% | +14.9% |
| YTD | +16.7% | +5.7% | +11.0% | +12.1% |
| 1Y | +19.7% | +4.9% | +14.8% | +15.1% |
| 3Y | +66.7% | +347.0% | -280.3% | -1.7% |
| 5Y | +48.7% | +563.0% | -514.3% | -23.5% |
| 10Y | +215.6% | +1,579.2% | -1,363.6% | +19.3% |
| All | +215.6% | +1,636.6% | -1,421.1% | +19.3% |
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