+303.0%
ROST vs HST
+97.7%
+205.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | +0.2% | +2.0% | -1.8% | -0.7% |
| 30D | -10.0% | -5.2% | -4.7% | -7.7% |
| 3M | +1.2% | -6.2% | +7.5% | +4.0% |
| 6M | +8.9% | +20.4% | -11.5% | -1.2% |
| YTD | +28.1% | +30.6% | -2.6% | +11.3% |
| 1Y | +53.0% | +37.4% | +15.6% | +29.2% |
| 3Y | +97.9% | +66.1% | +31.7% | +47.6% |
| 5Y | +112.0% | +73.7% | +38.3% | +49.3% |
| 10Y | +303.0% | +99.8% | +203.2% | +145.3% |
| All | +303.0% | +97.7% | +205.3% | +145.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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