+114.6%
ROST vs BHP
+110.7%
+3.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.6% | +2.4% |
| 7D | +0.2% | -3.6% | +3.8% | +0.9% |
| 30D | -6.9% | -1.2% | -5.7% | -6.7% |
| 3M | -3.3% | +1.2% | -4.5% | -3.9% |
| 6M | +9.0% | +21.4% | -12.4% | +3.5% |
| YTD | +28.9% | +50.4% | -21.6% | +16.0% |
| 1Y | +54.0% | +67.5% | -13.5% | +34.9% |
| 3Y | +100.7% | +72.8% | +27.9% | +71.6% |
| All | +114.6% | +110.7% | +3.9% | +69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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