+301.5%
ROST vs HIG
+261.7%
+39.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.8% | -2.6% |
| 7D | +0.3% | +2.6% | -2.3% | -1.1% |
| 30D | +0.5% | +4.2% | -3.7% | -1.6% |
| 3M | -5.2% | +0.2% | -5.4% | -5.5% |
| 6M | +9.8% | +4.6% | +5.2% | +6.7% |
| YTD | +29.4% | +1.1% | +28.3% | +27.5% |
| 1Y | +44.4% | +4.7% | +39.7% | +39.6% |
| 3Y | +95.0% | +95.5% | -0.5% | +31.6% |
| 5Y | +111.9% | +111.7% | +0.2% | +35.6% |
| All | +301.5% | +261.7% | +39.8% | +93.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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