+94.9%
ROST vs HAS
+181.4%
-86.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.2% | -1.6% |
| 7D | +1.2% | -0.2% | +1.4% | +1.3% |
| 30D | +2.5% | +31.0% | -28.6% | -3.4% |
| 3M | -9.0% | +30.7% | -39.6% | -14.2% |
| 6M | +1.3% | +23.9% | -22.6% | -3.6% |
| YTD | +29.1% | +48.3% | -19.3% | +16.8% |
| 1Y | +45.4% | +60.2% | -14.8% | +29.2% |
| 3Y | +94.9% | +189.2% | -94.4% | +50.6% |
| All | +94.9% | +181.4% | -86.6% | +50.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling