+205.8%
RSP vs HYG
+56.1%
+149.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -1.9% | -0.7% | -1.2% | -0.7% |
| 30D | -2.8% | -0.7% | -2.1% | -1.5% |
| 3M | +2.8% | -0.2% | +3.0% | +3.2% |
| 6M | +10.2% | +1.4% | +8.8% | +7.6% |
| YTD | +13.1% | +1.5% | +11.6% | +10.4% |
| 1Y | +14.8% | +2.9% | +11.9% | +9.4% |
| 3Y | +52.6% | +25.6% | +27.0% | +4.4% |
| 5Y | +51.6% | +18.6% | +33.1% | +16.3% |
| All | +205.8% | +56.1% | +149.8% | +64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HYG.
Daily Out/Under-Performance
Portfolio return minus HYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HYG 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 HYG 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