+95.4%
ROST vs ALHC
-31.6%
+127.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.2% | +1.4% | -1.5% |
| 7D | -2.2% | -4.1% | +1.9% | -1.9% |
| 30D | -11.4% | -5.4% | -6.0% | -11.0% |
| 3M | -1.6% | -32.1% | +30.5% | +0.7% |
| 6M | +6.8% | -28.5% | +35.3% | +8.1% |
| YTD | +25.8% | -34.0% | +59.8% | +28.0% |
| 1Y | +52.4% | -20.9% | +73.3% | +52.4% |
| 3Y | +94.4% | +151.5% | -57.2% | +66.2% |
| 5Y | +108.2% | -28.8% | +137.1% | +87.6% |
| All | +95.4% | -31.6% | +127.0% | +73.3% |
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