+112.0%
ROST vs HIG
+110.6%
+1.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.8% | -2.5% |
| 7D | +0.3% | +2.6% | -2.3% | -0.9% |
| 30D | +0.5% | +4.2% | -3.7% | -1.3% |
| 3M | -5.2% | +0.2% | -5.4% | -5.4% |
| 6M | +9.8% | +4.6% | +5.2% | +7.1% |
| YTD | +29.4% | +1.1% | +28.3% | +27.8% |
| 1Y | +44.4% | +4.7% | +39.7% | +40.1% |
| 3Y | +95.0% | +95.5% | -0.5% | +28.0% |
| All | +112.0% | +110.6% | +1.3% | +30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling