+9,852.5%
ROST vs HDB
+3,812.1%
+6,040.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +0.9% | +0.4% | +0.5% | +0.8% |
| 30D | -8.9% | -2.8% | -6.1% | -8.3% |
| 3M | -0.8% | -3.5% | +2.7% | -0.3% |
| 6M | +8.5% | -24.7% | +33.2% | +15.5% |
| YTD | +28.6% | -36.6% | +65.1% | +42.5% |
| 1Y | +52.3% | -34.4% | +86.7% | +67.1% |
| 3Y | +94.8% | -24.4% | +119.2% | +103.6% |
| 5Y | +110.8% | -35.4% | +146.1% | +125.9% |
| 10Y | +304.5% | +39.5% | +265.0% | +251.8% |
| All | +9,852.5% | +3,812.1% | +6,040.4% | +4,139.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling