+301.5%
ROST vs HDB
+63.5%
+238.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.5% |
| 7D | +0.3% | +2.7% | -2.5% | -0.6% |
| 30D | +0.5% | +14.1% | -13.7% | -3.7% |
| 3M | -5.2% | +11.8% | -17.1% | -8.7% |
| 6M | +9.8% | +8.2% | +1.7% | +6.2% |
| YTD | +29.4% | -29.3% | +58.7% | +42.7% |
| 1Y | +44.4% | -28.8% | +73.1% | +58.7% |
| 3Y | +95.0% | -7.5% | +102.5% | +91.8% |
| 5Y | +111.9% | -23.1% | +134.9% | +117.7% |
| All | +301.5% | +63.5% | +238.0% | +237.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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