+301.5%
ROST vs HBM
+281.1%
+20.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -2.2% |
| 7D | +0.3% | +2.2% | -2.0% | -0.1% |
| 30D | +0.5% | -11.8% | +12.3% | +2.2% |
| 3M | -5.2% | -19.2% | +14.0% | -2.8% |
| 6M | +9.8% | -22.9% | +32.7% | +12.2% |
| YTD | +29.4% | +7.8% | +21.6% | +23.8% |
| 1Y | +44.4% | +34.9% | +9.4% | +33.0% |
| 3Y | +95.0% | +422.2% | -327.2% | +37.6% |
| 5Y | +111.9% | +192.8% | -81.0% | +57.8% |
| All | +301.5% | +281.1% | +20.4% | +136.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling