+10.8%
HD vs ROST
+111.8%
-101.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.4% | +1.1% |
| 7D | -2.1% | +0.9% | -3.0% | -2.4% |
| 30D | -8.4% | -8.9% | +0.5% | -5.2% |
| 3M | +4.3% | -0.8% | +5.2% | +4.3% |
| 6M | -11.1% | +8.5% | -19.6% | -14.4% |
| YTD | -4.7% | +28.6% | -33.3% | -14.3% |
| 1Y | -19.8% | +52.3% | -72.1% | -32.7% |
| 3Y | +4.1% | +94.8% | -90.7% | -21.5% |
| All | +10.8% | +111.8% | -101.0% | -21.4% |
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