-22.3%
HCA vs ROST
+7.9%
-30.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.8% | +6.7% | +5.4% |
| 7D | +4.9% | -2.2% | +7.1% | +5.5% |
| 30D | +1.9% | -11.4% | +13.3% | +4.9% |
| 3M | +12.7% | -1.6% | +14.4% | +13.1% |
| 6M | -22.3% | +6.8% | -29.2% | -23.5% |
| All | -22.3% | +7.9% | -30.3% | -23.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling