-26.0%
RBLX vs HST
+97.5%
-123.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -1.7% |
| 7D | +7.9% | +3.6% | +4.3% | +5.8% |
| 30D | +3.9% | +9.9% | -6.0% | -1.1% |
| 3M | +44.7% | +12.9% | +31.7% | +35.7% |
| 6M | +23.8% | +22.9% | +0.9% | +10.0% |
| YTD | -36.5% | +52.4% | -88.9% | -50.3% |
| 1Y | -50.7% | +52.5% | -103.3% | -61.6% |
| 3Y | +33.8% | +87.4% | -53.6% | -12.3% |
| 5Y | -52.2% | +82.9% | -135.1% | -68.2% |
| All | -26.0% | +97.5% | -123.5% | -51.5% |
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