+70,808.4%
ROST vs HST
+1,330.6%
+69,477.8%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | +0.9% | -1.0% | +2.0% | +1.2% |
| 30D | -8.9% | -12.3% | +3.4% | -5.4% |
| 3M | -0.8% | -6.4% | +5.5% | +0.9% |
| 6M | +8.5% | +15.0% | -6.5% | +3.7% |
| YTD | +28.6% | +30.5% | -1.9% | +18.3% |
| 1Y | +52.3% | +35.7% | +16.7% | +38.4% |
| 3Y | +94.8% | +68.4% | +26.5% | +64.0% |
| 5Y | +110.8% | +73.1% | +37.6% | +74.3% |
| 10Y | +304.5% | +92.7% | +211.8% | +215.5% |
| All | +70,808.4% | +1,330.6% | +69,477.8% | +17,484.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling