+4.0%
ROL vs HST
+77.0%
-73.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -30.8% |
| YTD | -36.1% | +47.0% | -83.1% | -38.8% |
| 1Y | -34.4% | +53.4% | -87.8% | -37.5% |
| 3Y | +4.0% | +78.0% | -74.0% | -3.3% |
| All | +4.0% | +77.0% | -73.0% | -3.3% |
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