+52.3%
ROST vs HBM
+123.0%
-70.6%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.4% |
| 7D | +0.9% | -6.4% | +7.3% | +1.3% |
| 30D | -8.9% | +5.9% | -14.8% | -9.2% |
| 3M | -0.8% | -8.9% | +8.1% | -0.2% |
| 6M | +8.5% | +10.7% | -2.2% | +6.4% |
| YTD | +28.6% | +38.3% | -9.7% | +23.0% |
| 1Y | +52.3% | +121.3% | -69.0% | +39.5% |
| All | +52.3% | +123.0% | -70.6% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 1y: compounded portfolio wealth divided by compounded HBM 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…
1y analysis · Full analysis span regression · 6 months rolling