+111.1%
ROST vs HRB
+109.9%
+1.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | -2.5% | -12.2% | +9.7% | -0.5% |
| 30D | -10.3% | -3.0% | -7.3% | -10.1% |
| 3M | -2.6% | +21.7% | -24.3% | -6.2% |
| 6M | +6.5% | +52.3% | -45.8% | -2.1% |
| YTD | +25.9% | +6.5% | +19.4% | +24.9% |
| 1Y | +52.3% | -6.7% | +59.0% | +55.5% |
| 3Y | +94.6% | +25.1% | +69.4% | +78.7% |
| 5Y | +111.1% | +113.8% | -2.7% | +64.6% |
| All | +111.1% | +109.9% | +1.2% | +64.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling