+108.2%
ROST vs HDB
-38.7%
+146.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.3% |
| 7D | -2.2% | -4.9% | +2.6% | -1.0% |
| 30D | -11.4% | -5.8% | -5.6% | -10.1% |
| 3M | -1.6% | -5.2% | +3.6% | -0.9% |
| 6M | +6.8% | -25.7% | +32.5% | +14.0% |
| YTD | +25.8% | -39.6% | +65.4% | +41.0% |
| 1Y | +52.4% | -36.9% | +89.3% | +68.6% |
| 3Y | +94.4% | -29.7% | +124.1% | +105.6% |
| 5Y | +108.2% | -37.8% | +146.0% | +121.9% |
| All | +108.2% | -38.7% | +146.9% | +121.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling