+103.6%
HAL vs ROST
+107.5%
-3.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -2.9% | -2.9% |
| 7D | -3.3% | -2.5% | -0.8% | -2.7% |
| 30D | +7.2% | -10.3% | +17.5% | +9.8% |
| 3M | -8.8% | -2.6% | -6.2% | -8.6% |
| 6M | +3.0% | +6.5% | -3.6% | +0.5% |
| YTD | +29.4% | +25.9% | +3.5% | +20.6% |
| 1Y | +62.8% | +52.3% | +10.5% | +44.0% |
| 3Y | -6.4% | +94.6% | -101.0% | -23.6% |
| 5Y | +103.6% | +111.1% | -7.5% | +72.8% |
| All | +103.6% | +107.5% | -3.9% | +72.8% |
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 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