+27.5%
HAL vs ROST
+43.7%
-16.2%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.3% | +5.5% | +2.9% |
| 7D | +6.1% | +0.3% | +5.8% | +6.1% |
| 30D | +2.9% | +0.5% | +2.4% | +3.0% |
| 3M | +3.3% | -5.2% | +8.6% | +3.5% |
| 6M | -16.9% | +9.8% | -26.7% | -17.2% |
| YTD | +21.2% | +29.4% | -8.2% | +14.6% |
| 1Y | +27.5% | +44.4% | -16.8% | +19.3% |
| All | +27.5% | +43.7% | -16.2% | +19.3% |
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