+71,068.6%
ROST vs HST
+1,511.7%
+69,556.9%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.7% | -1.7% |
| 7D | +1.2% | -2.7% | +3.9% | +2.1% |
| 30D | +2.5% | +10.7% | -8.2% | -0.6% |
| 3M | -9.0% | +6.3% | -15.2% | -10.6% |
| 6M | +1.3% | +19.0% | -17.6% | -4.0% |
| YTD | +29.1% | +47.0% | -18.0% | +14.6% |
| 1Y | +45.4% | +53.4% | -8.0% | +27.5% |
| 3Y | +94.9% | +78.0% | +16.9% | +61.4% |
| 5Y | +104.0% | +71.7% | +32.3% | +68.8% |
| 10Y | +314.8% | +146.2% | +168.6% | +202.7% |
| All | +71,068.6% | +1,511.7% | +69,556.9% | +16,932.7% |
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