+100.4%
ROST vs ALHC
-61.5%
+161.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.2% | -1.5% |
| 7D | +1.2% | +1.0% | +0.3% | +1.2% |
| 30D | +2.5% | -14.2% | +16.6% | +3.6% |
| 3M | -9.0% | -45.1% | +36.2% | -5.0% |
| 6M | +1.3% | -59.5% | +60.9% | +7.1% |
| YTD | +29.1% | -62.8% | +91.9% | +36.7% |
| 1Y | +45.4% | -55.5% | +100.9% | +51.5% |
| 3Y | +94.9% | +25.7% | +69.2% | +76.8% |
| 5Y | +104.0% | -66.8% | +170.8% | +92.4% |
| All | +100.4% | -61.5% | +161.9% | +85.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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