+52.3%
ROST vs HDB
-37.9%
+90.3%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.3% |
| 7D | -2.5% | -6.2% | +3.7% | -1.5% |
| 30D | -10.3% | -6.2% | -4.1% | -9.3% |
| 3M | -2.6% | -5.9% | +3.3% | -2.8% |
| 6M | +6.5% | -25.9% | +32.4% | +8.6% |
| YTD | +25.9% | -40.2% | +66.2% | +27.0% |
| 1Y | +52.3% | -38.0% | +90.3% | +51.9% |
| All | +52.3% | -37.9% | +90.3% | +51.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling