+40.0%
HAL vs ROST
+105.7%
-65.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.1% |
| 7D | -12.0% | +1.2% | -13.2% | -12.3% |
| 30D | +0.3% | +2.5% | -2.2% | -0.4% |
| 3M | -1.6% | -9.0% | +7.3% | +0.2% |
| 6M | -20.5% | +1.3% | -21.8% | -21.4% |
| YTD | +14.2% | +29.1% | -14.8% | +5.7% |
| 1Y | +18.9% | +45.4% | -26.6% | +6.5% |
| 3Y | -13.7% | +94.9% | -108.6% | -29.5% |
| All | +40.0% | +105.7% | -65.7% | +23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling