+248.6%
HD vs ROST
+300.7%
-52.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.5% | +1.1% |
| 7D | +1.5% | +0.3% | +1.3% | +1.4% |
| 30D | +18.0% | +0.5% | +17.5% | +17.8% |
| 3M | +2.8% | -5.2% | +8.0% | +4.9% |
| 6M | +17.0% | +9.8% | +7.1% | +11.8% |
| YTD | +3.5% | +29.4% | -25.9% | -7.6% |
| 1Y | -2.6% | +44.4% | -46.9% | -16.9% |
| 3Y | +30.7% | +95.0% | -64.3% | -2.7% |
| 5Y | +6.2% | +111.9% | -105.6% | -25.8% |
| All | +248.6% | +300.7% | -52.1% | +89.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling