+303.0%
ROST vs HAS
+53.3%
+249.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | +0.4% |
| 7D | +0.2% | -3.1% | +3.3% | +1.3% |
| 30D | -10.0% | -2.7% | -7.3% | -9.2% |
| 3M | +1.2% | +8.9% | -7.7% | -2.0% |
| 6M | +8.9% | -2.9% | +11.9% | +9.0% |
| YTD | +28.1% | +12.6% | +15.4% | +21.1% |
| 1Y | +53.0% | +17.5% | +35.5% | +42.3% |
| 3Y | +97.9% | +46.2% | +51.6% | +64.8% |
| 5Y | +112.0% | +12.6% | +99.4% | +92.8% |
| 10Y | +303.0% | +55.7% | +247.3% | +220.5% |
| All | +303.0% | +53.3% | +249.7% | +220.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 10y: compounded portfolio wealth divided by compounded HAS 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…
10y analysis · Full analysis span regression · 6 months rolling