+216.0%
ROL vs HST
+142.8%
+73.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.0% | -2.1% |
| 7D | +9.5% | -2.7% | +12.2% | +9.8% |
| 30D | +22.9% | +10.7% | +12.2% | +21.4% |
| 3M | +3.5% | +6.3% | -2.7% | +2.7% |
| 6M | -29.4% | +19.0% | -48.4% | -31.0% |
| YTD | -36.1% | +47.0% | -83.1% | -39.1% |
| 1Y | -34.4% | +53.4% | -87.8% | -37.9% |
| 3Y | +4.0% | +78.0% | -74.0% | -4.2% |
| 5Y | +13.2% | +71.7% | -58.5% | +3.7% |
| All | +216.0% | +142.8% | +73.2% | +196.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling