+238.2%
HL vs ROST
+107.5%
+130.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.1% | -4.0% |
| 7D | -5.6% | -2.5% | -3.1% | -4.9% |
| 30D | +12.7% | -10.3% | +23.0% | +16.4% |
| 3M | +42.5% | -2.6% | +45.1% | +42.9% |
| 6M | -9.0% | +6.5% | -15.5% | -12.1% |
| YTD | +4.4% | +25.9% | -21.5% | -5.0% |
| 1Y | +82.7% | +52.3% | +30.3% | +55.1% |
| 3Y | +406.3% | +94.6% | +311.7% | +289.1% |
| 5Y | +238.2% | +111.1% | +127.1% | +147.7% |
| All | +238.2% | +107.5% | +130.6% | +147.7% |
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