+317.8%
ROST vs HAS
+106.0%
+211.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +0.4% |
| 7D | -1.8% | +2.0% | -3.8% | -2.5% |
| 30D | +6.8% | +30.9% | -24.1% | -2.8% |
| 3M | -4.0% | +28.8% | -32.8% | -12.2% |
| 6M | +12.9% | +32.3% | -19.4% | +1.6% |
| YTD | +34.7% | +54.7% | -19.9% | +13.9% |
| 1Y | +49.5% | +63.2% | -13.7% | +24.0% |
| 3Y | +101.5% | +220.7% | -119.2% | +25.9% |
| 5Y | +120.7% | +53.3% | +67.3% | +80.4% |
| 10Y | +317.8% | +104.2% | +213.6% | +191.7% |
| All | +317.8% | +106.0% | +211.8% | +191.7% |
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