+57.4%
HL vs ROST
+69,900.9%
-69,843.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | +7.1% | +0.2% | +6.8% | +7.0% |
| 30D | +21.4% | -10.0% | +31.4% | +23.1% |
| 3M | +37.4% | +1.2% | +36.2% | +36.9% |
| 6M | +0.4% | +8.9% | -8.5% | -1.1% |
| YTD | +6.7% | +28.1% | -21.4% | +2.8% |
| 1Y | +102.4% | +53.0% | +49.4% | +90.3% |
| 3Y | +417.4% | +97.9% | +319.6% | +368.8% |
| 5Y | +243.3% | +112.0% | +131.3% | +205.7% |
| 10Y | +242.6% | +303.0% | -60.4% | +182.2% |
| All | +57.4% | +69,900.9% | -69,843.4% | +18.9% |
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