-66.6%
RBLX vs HST
+38.1%
-104.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.1% | +4.3% |
| 7D | +12.4% | -1.0% | +13.4% | +12.7% |
| 30D | +19.7% | -12.3% | +31.9% | +24.2% |
| 3M | -0.1% | -6.4% | +6.3% | +1.5% |
| 6M | -35.7% | +15.0% | -50.7% | -40.1% |
| YTD | -46.6% | +30.5% | -77.1% | -51.3% |
| 1Y | -66.6% | +35.7% | -102.3% | -70.0% |
| All | -66.6% | +38.1% | -104.7% | -70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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