+205.0%
HD vs ROST
+303.5%
-98.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.1% |
| 7D | -1.2% | +0.2% | -1.4% | -1.3% |
| 30D | -11.1% | -10.0% | -1.2% | -7.4% |
| 3M | +2.0% | +1.2% | +0.8% | +1.2% |
| 6M | -10.5% | +8.9% | -19.4% | -14.1% |
| YTD | -6.9% | +28.1% | -34.9% | -16.5% |
| 1Y | -23.2% | +53.0% | -76.1% | -36.1% |
| 3Y | +3.1% | +97.9% | -94.8% | -23.8% |
| 5Y | +7.4% | +112.0% | -104.6% | -25.2% |
| 10Y | +205.0% | +303.0% | -98.0% | +62.0% |
| All | +205.0% | +303.5% | -98.5% | +62.0% |
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