-37.7%
RBLX vs HST
+69.2%
-106.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.1% | +4.2% |
| 7D | +12.4% | -1.0% | +13.4% | +13.0% |
| 30D | +19.7% | -12.3% | +31.9% | +28.2% |
| 3M | -0.1% | -6.4% | +6.3% | +3.1% |
| 6M | -35.7% | +15.0% | -50.7% | -41.3% |
| YTD | -46.6% | +30.5% | -77.1% | -54.6% |
| 1Y | -66.6% | +35.7% | -102.3% | -72.4% |
| 3Y | +52.3% | +68.4% | -16.1% | +4.3% |
| 5Y | -47.7% | +73.1% | -120.9% | -62.8% |
| All | -37.7% | +69.2% | -106.8% | -55.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling