+220.0%
RSP vs HWM
+1,494.1%
-1,274.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | -0.8% | -2.1% | +1.3% | -0.3% |
| 30D | -0.3% | -11.0% | +10.7% | +2.9% |
| 3M | +4.3% | +4.0% | +0.2% | +2.4% |
| 6M | +8.8% | -0.2% | +9.0% | +7.8% |
| YTD | +15.3% | +26.7% | -11.4% | +5.8% |
| 1Y | +18.3% | +44.7% | -26.4% | +3.8% |
| 3Y | +52.8% | +426.1% | -373.3% | -13.5% |
| 5Y | +51.7% | +738.5% | -686.8% | -26.7% |
| All | +220.0% | +1,494.1% | -1,274.1% | +17.8% |
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