+312.1%
ROST vs XHB
+215.4%
+96.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.6% | +0.7% | +1.3% |
| 7D | +0.2% | -4.6% | +4.9% | +3.3% |
| 30D | -6.9% | -9.1% | +2.3% | -1.1% |
| 3M | -3.3% | -8.6% | +5.2% | +1.4% |
| 6M | +9.0% | -4.0% | +13.1% | +10.0% |
| YTD | +28.9% | -3.9% | +32.8% | +29.0% |
| 1Y | +54.0% | -16.5% | +70.4% | +68.8% |
| 3Y | +100.7% | +22.6% | +78.1% | +59.7% |
| 5Y | +116.0% | +33.9% | +82.1% | +57.6% |
| All | +312.1% | +215.4% | +96.7% | +56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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