-4.5%
HAL vs ROST
+97.5%
-102.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | +0.5% | 0.0% | +0.4% | +0.5% |
| 30D | +15.9% | -10.2% | +26.1% | +18.1% |
| 3M | -8.7% | +1.0% | -9.7% | -9.3% |
| 6M | +9.0% | +8.7% | +0.3% | +6.1% |
| YTD | +32.0% | +27.8% | +4.2% | +22.8% |
| 1Y | +72.5% | +52.7% | +19.8% | +52.8% |
| 3Y | -4.5% | +97.5% | -102.0% | -23.5% |
| All | -4.5% | +97.5% | -102.0% | -23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling