+52.3%
ROST vs HBM
+103.9%
-51.6%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.5% | +7.6% | +0.5% |
| 7D | -2.5% | -3.7% | +1.2% | -2.3% |
| 30D | -10.3% | -3.7% | -6.6% | -10.1% |
| 3M | -2.6% | +8.0% | -10.6% | -3.0% |
| 6M | +6.5% | +15.8% | -9.2% | +4.2% |
| YTD | +25.9% | +34.4% | -8.4% | +20.5% |
| 1Y | +52.3% | +98.2% | -45.8% | +40.3% |
| All | +52.3% | +103.9% | -51.6% | +40.3% |
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