+55.9%
RBLX vs HST
+65.3%
-9.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.6% |
| 7D | +8.0% | -0.3% | +8.3% | +8.1% |
| 30D | +20.2% | -2.8% | +22.9% | +21.3% |
| 3M | +3.5% | -6.5% | +10.0% | +5.6% |
| 6M | -28.9% | +20.7% | -49.7% | -34.1% |
| YTD | -45.1% | +30.5% | -75.5% | -50.3% |
| 1Y | -66.2% | +36.8% | -103.0% | -70.0% |
| All | +55.9% | +65.3% | -9.3% | +21.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling