+98.6%
ROST vs HAS
+44.6%
+54.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | +0.9% | -1.8% | +2.7% | +1.3% |
| 30D | -8.9% | +2.3% | -11.2% | -9.3% |
| 3M | -0.8% | +10.4% | -11.2% | -3.0% |
| 6M | +8.5% | -3.2% | +11.7% | +8.7% |
| YTD | +28.6% | +15.4% | +13.2% | +23.3% |
| 1Y | +52.3% | +18.8% | +33.5% | +44.9% |
| All | +98.6% | +44.6% | +54.0% | +67.4% |
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