+256.9%
HL vs ROST
+317.9%
-61.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.3% | -3.5% | -1.9% |
| 7D | -4.4% | +0.2% | -4.6% | -4.5% |
| 30D | +9.3% | -6.9% | +16.2% | +11.6% |
| 3M | +32.0% | -3.3% | +35.3% | +32.6% |
| 6M | -6.4% | +9.0% | -15.5% | -10.1% |
| YTD | +3.1% | +28.9% | -25.7% | -6.4% |
| 1Y | +77.6% | +54.0% | +23.6% | +51.5% |
| 3Y | +392.8% | +100.7% | +292.1% | +280.1% |
| 5Y | +234.1% | +116.0% | +118.1% | +145.1% |
| All | +256.9% | +317.9% | -61.0% | +125.1% |
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 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