+68.3%
HAL vs ROK
+29.3%
+39.0%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.7% |
| 7D | +2.9% | +0.7% | +2.3% | +2.9% |
| 30D | +17.0% | -3.3% | +20.4% | +17.2% |
| 3M | -9.7% | -5.9% | -3.8% | -9.5% |
| 6M | +8.6% | +13.9% | -5.2% | +6.1% |
| YTD | +33.0% | +12.6% | +20.4% | +30.3% |
| 1Y | +68.3% | +28.6% | +39.7% | +61.6% |
| All | +68.3% | +29.3% | +39.0% | +61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 1y: compounded portfolio wealth divided by compounded ROK 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…
1y analysis · Full analysis span regression · 6 months rolling