-35.4%
RBLX vs HST
+69.8%
-105.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.4% | +0.6% |
| 7D | +8.1% | +0.7% | +7.4% | +7.7% |
| 30D | +23.9% | -0.7% | +24.6% | +24.3% |
| 3M | +8.1% | -4.0% | +12.2% | +10.1% |
| 6M | -23.7% | +20.7% | -44.4% | -32.2% |
| YTD | -44.6% | +31.0% | -75.7% | -53.0% |
| 1Y | -66.2% | +36.2% | -102.4% | -72.2% |
| 3Y | +54.7% | +66.6% | -11.9% | +6.9% |
| 5Y | -48.9% | +75.8% | -124.7% | -63.8% |
| All | -35.4% | +69.8% | -105.3% | -54.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling