+595.7%
HAL vs ROST
+70,186.3%
-69,590.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | +2.9% | +0.9% | +2.0% | +2.7% |
| 30D | +17.0% | -8.9% | +25.9% | +19.3% |
| 3M | -9.7% | -0.8% | -8.8% | -9.8% |
| 6M | +8.6% | +8.5% | +0.1% | +6.0% |
| YTD | +33.0% | +28.6% | +4.4% | +24.9% |
| 1Y | +68.3% | +52.3% | +16.0% | +52.1% |
| 3Y | +0.1% | +94.8% | -94.7% | -15.0% |
| 5Y | +102.6% | +110.8% | -8.1% | +65.9% |
| 10Y | +3.8% | +304.5% | -300.7% | -23.0% |
| All | +595.7% | +70,186.3% | -69,590.5% | +216.9% |
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