+3,595.4%
ROST vs HBM
+462.4%
+3,133.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.5% |
| 7D | +0.9% | +5.1% | -4.2% | +0.2% |
| 30D | +5.1% | -15.8% | +20.9% | +7.0% |
| 3M | -4.3% | -22.4% | +18.2% | -1.8% |
| 6M | +9.4% | -20.2% | +29.7% | +10.8% |
| YTD | +32.5% | +9.0% | +23.5% | +28.1% |
| 1Y | +46.9% | +27.4% | +19.5% | +39.2% |
| 3Y | +98.1% | +424.2% | -326.1% | +53.7% |
| 5Y | +116.9% | +196.1% | -79.2% | +74.7% |
| 10Y | +310.9% | +285.4% | +25.4% | +189.0% |
| All | +3,595.4% | +462.4% | +3,133.0% | +2,300.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling