+108.2%
ROST vs HBM
+392.2%
-284.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.1% | -1.7% |
| 7D | -2.2% | +5.5% | -7.7% | -2.9% |
| 30D | -11.4% | +3.3% | -14.7% | -11.9% |
| 3M | -1.6% | +12.7% | -14.3% | -3.6% |
| 6M | +6.8% | +28.2% | -21.4% | +2.0% |
| YTD | +25.8% | +45.3% | -19.5% | +17.2% |
| 1Y | +52.4% | +121.7% | -69.3% | +33.2% |
| 3Y | +94.4% | +523.5% | -429.2% | +39.4% |
| 5Y | +108.2% | +393.9% | -285.7% | +54.2% |
| All | +108.2% | +392.2% | -284.0% | +54.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling