+3.6%
ROL vs HST
+89.2%
-85.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | +0.8% | -1.3% | +2.0% | +0.9% |
| 30D | +20.6% | +13.4% | +7.2% | +18.7% |
| 3M | +4.5% | +16.7% | -12.2% | +2.5% |
| 6M | -26.5% | +24.0% | -50.5% | -28.4% |
| YTD | -34.8% | +54.0% | -88.8% | -38.0% |
| 1Y | -33.2% | +55.0% | -88.2% | -36.5% |
| All | +3.6% | +89.2% | -85.7% | -3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling