+214.7%
ROL vs HST
+143.2%
+71.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -0.6% |
| 7D | +3.4% | +0.6% | +2.8% | +3.3% |
| 30D | +20.8% | +14.5% | +6.3% | +18.7% |
| 3M | +3.7% | +15.4% | -11.7% | +1.9% |
| 6M | -27.7% | +22.0% | -49.6% | -29.5% |
| YTD | -34.9% | +54.9% | -89.8% | -38.5% |
| 1Y | -33.3% | +54.0% | -87.3% | -36.9% |
| 3Y | +4.3% | +90.4% | -86.1% | -4.7% |
| 5Y | +15.0% | +84.2% | -69.3% | +4.5% |
| 10Y | +214.7% | +144.6% | +70.1% | +193.0% |
| All | +214.7% | +143.2% | +71.4% | +193.0% |
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