+53.0%
ROST vs THC
+32.5%
+20.5%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | -0.1% |
| 7D | +0.2% | -2.6% | +2.8% | +0.5% |
| 30D | -10.0% | -1.2% | -8.8% | -9.8% |
| 3M | +1.2% | +58.9% | -57.7% | -3.6% |
| 6M | +8.9% | +9.3% | -0.4% | +6.7% |
| YTD | +28.1% | +30.4% | -2.3% | +24.1% |
| 1Y | +53.0% | +34.6% | +18.4% | +46.0% |
| All | +53.0% | +32.5% | +20.5% | +46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 1y: compounded portfolio wealth divided by compounded THC 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…
1y analysis · Full analysis span regression · 6 months rolling