+2.6%
HAL vs ROST
+317.9%
-315.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.3% | -3.0% | -1.8% |
| 7D | -3.3% | +0.2% | -3.5% | -3.5% |
| 30D | +8.2% | -6.9% | +15.0% | +11.7% |
| 3M | -9.4% | -3.3% | -6.1% | -8.7% |
| 6M | +0.6% | +9.0% | -8.4% | -5.6% |
| YTD | +28.6% | +28.9% | -0.3% | +10.0% |
| 1Y | +63.9% | +54.0% | +9.9% | +27.0% |
| 3Y | -7.1% | +100.7% | -107.8% | -39.9% |
| 5Y | +102.3% | +116.0% | -13.7% | +18.2% |
| All | +2.6% | +317.9% | -315.3% | -52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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