+95.0%
ROST vs HST
+87.2%
+7.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.3% | -2.3% |
| 7D | +0.3% | +3.6% | -3.3% | -1.0% |
| 30D | +0.5% | +11.2% | -10.7% | -3.3% |
| 3M | -5.2% | +13.1% | -18.3% | -9.4% |
| 6M | +9.8% | +23.9% | -14.1% | +1.1% |
| YTD | +29.4% | +52.3% | -22.9% | +10.0% |
| 1Y | +44.4% | +56.7% | -12.3% | +21.3% |
| 3Y | +95.0% | +87.5% | +7.5% | +45.5% |
| All | +95.0% | +87.2% | +7.8% | +45.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling