Roth/HSA Correlations

The chart shows the growth of an initial investment of $10,000 in Roth/HSA Correlations, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.

Based on dividend-adjusted daily data since Jan 11, 2024, Roth/HSA Correlations's average daily return is +0.13%, while the average monthly return is +2.62%. At this rate, an investment would double in approximately 2.2 years.

Historically, 70% of months were positive and 30% were negative. The best month was Aug 2025 with a return of +10.7%, while the worst month was Mar 2026 at -8.1%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 2 months.

On a daily basis, Roth/HSA Correlations closed higher 58% of trading days. The best single day was Apr 9, 2025 with a return of +6.2%, while the worst single day was Apr 4, 2025 at -6.4%.

Roth/HSA Correlations has an annualized alpha of 23.03%, beta of 0.60, and R2 of 0.33 versus S&P 500 Index. Calculated based on daily prices since January 11, 2024.

• This portfolio captured 98.67% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -37.59%) - a profile typical of hedging or uncorrelated assets.
• Beta of 0.60 may look defensive, but with R2 of 0.33 this portfolio is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
• R2 of 0.33 means the benchmark explains less than half of this portfolio's behavior - treat beta with caution or consider switching to a more representative benchmark.

Roth/HSA Correlations has an expense ratio of 0.21%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

Roth/HSA Correlations ranks 32 for risk / return — below 32% of Portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk. Learn how to interpret the Sharpe ratio.

The current Roth/HSA Correlations Sharpe ratio is 1.74 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.53 to 2.41, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of Roth/HSA Correlations compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Roth/HSA Correlations provided a 3.32% dividend yield over the last twelve months.

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the Roth/HSA Correlations. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Roth/HSA Correlations was 12.10%, occurring on Jun 10, 2026. The portfolio has not yet recovered.

The current Roth/HSA Correlations drawdown is 9.26%.

The chart below shows the rolling one-month volatility.