+282.6%
ROST vs USHY
+50.4%
+232.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.4% |
| 7D | -2.2% | -0.1% | -2.1% | -2.0% |
| 30D | -11.4% | 0.0% | -11.4% | -11.3% |
| 3M | -1.6% | +0.8% | -2.5% | -3.3% |
| 6M | +6.8% | +1.9% | +4.9% | +3.0% |
| YTD | +25.8% | +2.3% | +23.6% | +20.6% |
| 1Y | +52.4% | +4.1% | +48.3% | +41.1% |
| 3Y | +94.4% | +27.8% | +66.6% | +20.8% |
| 5Y | +108.2% | +21.5% | +86.7% | +47.1% |
| All | +282.6% | +50.4% | +232.2% | +83.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling