+96.0%
ROST vs HRB
+25.9%
+70.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.1% | -1.6% |
| 7D | -2.2% | -10.6% | +8.4% | -1.4% |
| 30D | -11.4% | -0.8% | -10.6% | -11.4% |
| 3M | -1.6% | +19.1% | -20.7% | -3.0% |
| 6M | +6.8% | +48.7% | -41.9% | +3.4% |
| YTD | +25.8% | +7.1% | +18.7% | +27.8% |
| 1Y | +52.4% | -8.3% | +60.7% | +58.5% |
| All | +96.0% | +25.9% | +70.0% | +89.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 3y: compounded portfolio wealth divided by compounded HRB 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…
3y analysis · Full analysis span regression · 6 months rolling