+210.7%
ROL vs HST
+97.2%
+113.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.4% |
| 7D | -1.4% | -1.0% | -0.4% | -1.3% |
| 30D | -4.1% | -12.3% | +8.2% | -2.6% |
| 3M | -22.5% | -6.4% | -16.1% | -21.9% |
| 6M | -37.7% | +15.0% | -52.7% | -38.8% |
| YTD | -39.6% | +30.5% | -70.1% | -41.6% |
| 1Y | -36.0% | +35.7% | -71.7% | -38.5% |
| 3Y | -5.1% | +68.4% | -73.5% | -12.0% |
| 5Y | -3.4% | +73.1% | -76.5% | -11.3% |
| All | +210.7% | +97.2% | +113.5% | +199.5% |
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 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