+497.6%
HAL vs ROST
+70,444.2%
-69,946.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | 0.0% |
| 6M | -20.5% | +1.3% | -21.8% | -21.3% |
| YTD | +14.2% | +29.1% | -14.8% | +6.9% |
| 1Y | +18.9% | +45.4% | -26.6% | +8.3% |
| 3Y | -13.7% | +94.9% | -108.6% | -26.9% |
| 5Y | +42.2% | +104.0% | -61.8% | +17.0% |
| 10Y | -16.7% | +314.8% | -331.5% | -38.6% |
| All | +497.6% | +70,444.2% | -69,946.6% | +171.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling