+50,346.1%
ROST vs HIG
+1,002.1%
+49,344.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.7% | -0.2% |
| 7D | +0.9% | +0.3% | +0.6% | +0.9% |
| 30D | -8.9% | -3.2% | -5.7% | -8.3% |
| 3M | -0.8% | +9.1% | -10.0% | -2.7% |
| 6M | +8.5% | -1.8% | +10.3% | +8.7% |
| YTD | +28.6% | +1.8% | +26.8% | +27.8% |
| 1Y | +52.3% | +4.6% | +47.8% | +50.5% |
| 3Y | +94.8% | +101.6% | -6.8% | +68.0% |
| 5Y | +110.8% | +124.5% | -13.7% | +78.1% |
| 10Y | +304.5% | +317.8% | -13.3% | +202.3% |
| All | +50,346.1% | +1,002.1% | +49,344.1% | +19,658.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling