+31,139.8%
HD vs ROST
+70,186.3%
-39,046.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.4% | +1.1% |
| 7D | -2.1% | +0.9% | -3.0% | -2.3% |
| 30D | -8.4% | -8.9% | +0.5% | -5.9% |
| 3M | +4.3% | -0.8% | +5.2% | +4.4% |
| 6M | -11.1% | +8.5% | -19.6% | -13.6% |
| YTD | -4.7% | +28.6% | -33.3% | -12.1% |
| 1Y | -19.8% | +52.3% | -72.1% | -29.8% |
| 3Y | +4.1% | +94.8% | -90.7% | -15.9% |
| 5Y | +10.3% | +110.8% | -100.4% | -14.9% |
| 10Y | +203.2% | +304.5% | -101.4% | +87.5% |
| All | +31,139.8% | +70,186.3% | -39,046.5% | +5,296.1% |
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