+1,731.8%
HCA vs ROST
+1,385.1%
+346.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.8% | +6.7% | +5.7% |
| 7D | +4.9% | -2.2% | +7.1% | +5.9% |
| 30D | +1.9% | -11.4% | +13.3% | +7.3% |
| 3M | +12.7% | -1.6% | +14.4% | +13.1% |
| 6M | -22.3% | +6.8% | -29.2% | -25.2% |
| YTD | -9.3% | +25.8% | -35.1% | -19.0% |
| 1Y | +2.7% | +52.4% | -49.7% | -15.9% |
| 3Y | +57.8% | +94.4% | -36.5% | +12.7% |
| 5Y | +70.3% | +108.2% | -37.9% | +13.1% |
| 10Y | +499.7% | +308.5% | +191.2% | +195.0% |
| All | +1,731.8% | +1,385.1% | +346.7% | +302.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling