+157.0%
RSP vs USHY
+49.7%
+107.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | +0.2% |
| 7D | -3.1% | -0.7% | -2.4% | -1.8% |
| 30D | -3.4% | -0.5% | -2.9% | -2.4% |
| 3M | +3.6% | +0.5% | +3.1% | +2.7% |
| 6M | +9.0% | +1.5% | +7.5% | +6.2% |
| YTD | +12.2% | +1.7% | +10.4% | +8.9% |
| 1Y | +15.6% | +3.5% | +12.0% | +8.8% |
| 3Y | +51.6% | +27.2% | +24.5% | +0.3% |
| 5Y | +50.4% | +21.0% | +29.4% | +10.7% |
| All | +157.0% | +49.7% | +107.4% | +35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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