+25.0%
HL vs ROST
+54.7%
-29.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +6.1% | +7.1% | +12.6% |
| 7D | +0.2% | +7.8% | -7.6% | -0.2% |
| 30D | -12.1% | +8.6% | -20.7% | -12.5% |
| 3M | -2.8% | -1.9% | -0.9% | -3.0% |
| 6M | -14.9% | +9.1% | -24.1% | -15.5% |
| YTD | -22.0% | +37.2% | -59.3% | -26.0% |
| 1Y | +25.0% | +52.7% | -27.7% | +19.5% |
| All | +25.0% | +54.7% | -29.7% | +19.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling