+62.8%
HAL vs ROST
+53.4%
+9.4%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -2.9% | -2.9% |
| 7D | -3.3% | -2.5% | -0.8% | -3.3% |
| 30D | +7.2% | -10.3% | +17.5% | +7.5% |
| 3M | -8.8% | -2.6% | -6.2% | -9.0% |
| 6M | +3.0% | +6.5% | -3.6% | +1.5% |
| YTD | +29.4% | +25.9% | +3.5% | +22.0% |
| 1Y | +62.8% | +52.3% | +10.5% | +45.8% |
| All | +62.8% | +53.4% | +9.4% | +45.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling