+111.6%
ROST vs ALHC
-30.5%
+142.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | 0.0% | -1.0% | +1.0% | +0.1% |
| 30D | -10.2% | -6.3% | -3.8% | -9.7% |
| 3M | +1.0% | -12.3% | +13.3% | +0.9% |
| 6M | +8.7% | -27.0% | +35.7% | +9.9% |
| YTD | +27.8% | -31.8% | +59.7% | +29.8% |
| 1Y | +52.7% | -17.0% | +69.7% | +51.9% |
| 3Y | +97.5% | +159.8% | -62.4% | +64.5% |
| 5Y | +111.6% | -25.1% | +136.7% | +89.2% |
| All | +111.6% | -30.5% | +142.1% | +89.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling