+105.8%
ROST vs HST
+71.5%
+34.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.7% | -1.7% |
| 7D | +1.2% | -2.7% | +3.9% | +2.5% |
| 30D | +2.5% | +10.7% | -8.2% | -1.9% |
| 3M | -9.0% | +6.3% | -15.2% | -11.4% |
| 6M | +1.3% | +19.0% | -17.6% | -6.5% |
| YTD | +29.1% | +47.0% | -18.0% | +8.1% |
| 1Y | +45.4% | +53.4% | -8.0% | +19.4% |
| 3Y | +94.9% | +78.0% | +16.9% | +45.3% |
| All | +105.8% | +71.5% | +34.3% | +56.2% |
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