+111.1%
ROST vs USHY
+20.9%
+90.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +1.0% |
| 7D | -2.5% | -0.7% | -1.7% | -1.2% |
| 30D | -10.3% | -0.5% | -9.7% | -9.4% |
| 3M | -2.6% | +0.5% | -3.1% | -3.5% |
| 6M | +6.5% | +1.5% | +5.0% | +3.8% |
| YTD | +25.9% | +1.7% | +24.2% | +22.2% |
| 1Y | +52.3% | +3.5% | +48.8% | +43.4% |
| 3Y | +94.6% | +27.2% | +67.4% | +28.4% |
| 5Y | +111.1% | +21.0% | +90.1% | +74.8% |
| All | +111.1% | +20.9% | +90.2% | +74.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling