+99.7%
ROST vs ALHC
-28.9%
+128.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +0.9% | -0.6% | +1.5% | +1.0% |
| 30D | -8.9% | -1.0% | -7.9% | -8.9% |
| 3M | -0.8% | -10.2% | +9.3% | -1.1% |
| 6M | +8.5% | -28.3% | +36.8% | +9.8% |
| YTD | +28.6% | -31.4% | +60.0% | +30.4% |
| 1Y | +52.3% | -16.9% | +69.3% | +51.7% |
| 3Y | +94.8% | +135.5% | -40.6% | +68.0% |
| 5Y | +110.8% | -33.6% | +144.4% | +89.1% |
| All | +99.7% | -28.9% | +128.6% | +76.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling