+12.7%
ROL vs HST
+83.0%
-70.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.4% | -1.3% |
| 7D | -1.7% | +3.6% | -5.3% | -2.3% |
| 30D | +18.5% | +9.9% | +8.6% | +16.6% |
| 3M | +4.3% | +12.9% | -8.6% | +2.2% |
| 6M | -27.7% | +22.9% | -50.6% | -30.3% |
| YTD | -35.8% | +52.4% | -88.2% | -40.3% |
| 1Y | -34.1% | +52.5% | -86.6% | -38.8% |
| 3Y | +2.9% | +87.4% | -84.5% | -9.2% |
| 5Y | +12.7% | +82.9% | -70.2% | 0.0% |
| All | +12.7% | +83.0% | -70.3% | 0.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling