+73,489.3%
ROST vs HST
+1,597.5%
+71,891.8%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.7% | +0.1% |
| 7D | +3.2% | +0.6% | +2.6% | +3.0% |
| 30D | +7.4% | +14.5% | -7.0% | +3.2% |
| 3M | -6.1% | +15.4% | -21.5% | -10.0% |
| 6M | +6.2% | +22.0% | -15.8% | -0.1% |
| YTD | +33.4% | +54.9% | -21.4% | +16.7% |
| 1Y | +48.8% | +54.0% | -5.2% | +30.3% |
| 3Y | +99.5% | +90.4% | +9.1% | +62.1% |
| 5Y | +112.7% | +84.2% | +28.4% | +72.4% |
| 10Y | +316.4% | +144.6% | +171.8% | +203.7% |
| All | +73,489.3% | +1,597.5% | +71,891.8% | +17,242.5% |
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 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