+32.7%
RBLX vs HST
+87.3%
-54.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -1.9% |
| 7D | +7.9% | +3.6% | +4.3% | +6.5% |
| 30D | +3.9% | +9.9% | -6.0% | +0.7% |
| 3M | +44.7% | +12.9% | +31.7% | +38.9% |
| 6M | +23.8% | +22.9% | +0.9% | +15.0% |
| YTD | -36.5% | +52.4% | -88.9% | -45.5% |
| 1Y | -50.7% | +52.5% | -103.3% | -57.7% |
| All | +32.7% | +87.3% | -54.6% | -8.4% |
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