+216.9%
RSP vs HWM
+1,165.4%
-948.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -1.1% |
| 7D | -1.0% | +3.3% | -4.3% | -2.2% |
| 30D | +2.6% | -7.6% | +10.2% | +4.5% |
| 3M | -0.8% | -28.9% | +28.1% | +8.7% |
| 6M | +6.3% | -19.7% | +25.9% | +11.7% |
| YTD | +14.1% | +0.5% | +13.6% | +11.3% |
| 1Y | +18.0% | +0.3% | +17.8% | +15.0% |
| 3Y | +61.0% | +325.8% | -264.8% | -3.6% |
| 5Y | +45.6% | +524.7% | -479.2% | -23.7% |
| 10Y | +220.2% | +1,491.8% | -1,271.6% | +24.5% |
| All | +216.9% | +1,165.4% | -948.5% | +23.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling