+226.6%
RSP vs HWM
+1,278.2%
-1,051.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.5% | +0.1% |
| 7D | -0.3% | +5.0% | -5.3% | -1.8% |
| 30D | +4.4% | +1.5% | +2.9% | +3.5% |
| 3M | +1.3% | -20.3% | +21.6% | +7.3% |
| 6M | +10.0% | -18.0% | +28.0% | +15.1% |
| YTD | +17.6% | +9.5% | +8.1% | +11.8% |
| 1Y | +19.2% | +7.5% | +11.8% | +13.9% |
| 3Y | +66.0% | +355.7% | -289.6% | -2.5% |
| 5Y | +50.4% | +610.2% | -559.8% | -24.0% |
| 10Y | +215.7% | +1,516.8% | -1,301.1% | +20.5% |
| All | +226.6% | +1,278.2% | -1,051.6% | +24.6% |
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