-34.7%
ROL vs HST
+76.4%
-111.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.3% | +1.5% | +2.5% |
| 7D | +14.6% | +3.3% | +11.2% | +14.0% |
| 30D | +29.3% | +16.4% | +12.9% | +26.2% |
| 3M | +2.0% | +5.5% | -3.5% | +0.9% |
| 6M | -28.5% | +31.1% | -59.7% | -31.2% |
| YTD | -35.3% | +55.9% | -91.3% | -38.7% |
| 1Y | -34.7% | +75.6% | -110.3% | -37.8% |
| All | -34.7% | +76.4% | -111.1% | -37.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling