+291.9%
ROST vs USHY
+49.7%
+242.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | +0.2% | -0.7% | +0.9% | +1.6% |
| 30D | -6.9% | -0.7% | -6.2% | -5.6% |
| 3M | -3.3% | +0.1% | -3.4% | -3.4% |
| 6M | +9.0% | +1.8% | +7.3% | +5.4% |
| YTD | +28.9% | +1.8% | +27.1% | +24.7% |
| 1Y | +54.0% | +3.3% | +50.7% | +44.9% |
| 3Y | +100.7% | +27.0% | +73.8% | +26.3% |
| 5Y | +116.0% | +21.0% | +95.0% | +53.8% |
| All | +291.9% | +49.7% | +242.2% | +90.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 10y: compounded portfolio wealth divided by compounded USHY 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…
10y analysis · Full analysis span regression · 6 months rolling