+498.2%
HCA vs ROST
+317.9%
+180.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.3% | -1.0% | +0.3% |
| 7D | +5.4% | +0.2% | +5.2% | +5.3% |
| 30D | +3.0% | -6.9% | +9.9% | +6.3% |
| 3M | +13.0% | -3.3% | +16.3% | +14.4% |
| 6M | -20.3% | +9.0% | -29.3% | -24.1% |
| YTD | -8.2% | +28.9% | -37.1% | -19.4% |
| 1Y | +6.7% | +54.0% | -47.3% | -14.2% |
| 3Y | +60.4% | +100.7% | -40.3% | +10.1% |
| 5Y | +73.4% | +116.0% | -42.6% | +9.8% |
| All | +498.2% | +317.9% | +180.3% | +193.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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