+502.9%
RSP vs HYG
+153.4%
+349.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -1.0% | -1.0% |
| 7D | -0.4% | 0.0% | -0.4% | -0.4% |
| 30D | -1.5% | -0.1% | -1.5% | -1.4% |
| 3M | +4.8% | +1.0% | +3.8% | +3.5% |
| 6M | +10.3% | +2.3% | +8.0% | +7.1% |
| YTD | +14.1% | +2.1% | +11.9% | +11.1% |
| 1Y | +17.0% | +3.8% | +13.2% | +11.7% |
| 3Y | +54.2% | +26.7% | +27.5% | +14.6% |
| 5Y | +51.5% | +19.3% | +32.2% | +22.5% |
| 10Y | +204.4% | +55.3% | +149.1% | +85.4% |
| All | +502.9% | +153.4% | +349.5% | +116.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling