+112.3%
ROST vs HST
+74.0%
+38.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | +0.9% | -1.0% | +2.0% | +1.4% |
| 30D | -8.9% | -12.3% | +3.4% | -3.8% |
| 3M | -0.8% | -6.4% | +5.5% | +1.7% |
| 6M | +8.5% | +15.0% | -6.5% | +1.4% |
| YTD | +28.6% | +30.5% | -1.9% | +13.3% |
| 1Y | +52.3% | +35.7% | +16.7% | +31.6% |
| 3Y | +94.8% | +68.4% | +26.5% | +47.8% |
| All | +112.3% | +74.0% | +38.4% | +55.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling