-0.5%
ROL vs HST
+74.0%
-74.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.1% |
| 3M | -22.5% | -6.4% | -16.1% | -21.8% |
| 6M | -37.7% | +15.0% | -52.7% | -39.2% |
| YTD | -39.6% | +30.5% | -70.1% | -42.3% |
| 1Y | -36.0% | +35.7% | -71.7% | -39.3% |
| 3Y | -5.1% | +68.4% | -73.5% | -14.7% |
| All | -0.5% | +74.0% | -74.5% | -11.3% |
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 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