+311.1%
ROST vs HST
+133.9%
+177.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.2% |
| 7D | +0.9% | +3.6% | -2.8% | -0.9% |
| 30D | +5.1% | +9.9% | -4.8% | +0.3% |
| 3M | -4.3% | +12.9% | -17.2% | -9.9% |
| 6M | +9.4% | +22.9% | -13.5% | -1.7% |
| YTD | +32.5% | +52.4% | -19.9% | +6.6% |
| 1Y | +46.9% | +52.5% | -5.6% | +18.0% |
| 3Y | +98.1% | +87.4% | +10.7% | +39.4% |
| 5Y | +116.9% | +82.9% | +34.0% | +49.1% |
| All | +311.1% | +133.9% | +177.2% | +138.5% |
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