+70,808.4%
ROST vs HAS
+3,598.5%
+67,209.9%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | +0.9% | -1.8% | +2.7% | +1.5% |
| 30D | -8.9% | +2.3% | -11.2% | -9.6% |
| 3M | -0.8% | +10.4% | -11.2% | -4.2% |
| 6M | +8.5% | -3.2% | +11.7% | +8.7% |
| YTD | +28.6% | +15.4% | +13.2% | +21.3% |
| 1Y | +52.3% | +18.8% | +33.5% | +42.3% |
| 3Y | +94.8% | +43.9% | +50.9% | +65.7% |
| 5Y | +110.8% | +13.9% | +96.9% | +90.5% |
| 10Y | +304.5% | +56.4% | +248.1% | +212.3% |
| All | +70,808.4% | +3,598.5% | +67,209.9% | +18,446.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling