-16.8%
HAL vs ROK
+273.4%
-290.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.3% | +1.1% | +1.9% |
| 7D | -0.2% | -8.5% | +8.3% | +4.6% |
| 30D | +1.0% | -6.4% | +7.4% | +4.2% |
| 3M | -2.1% | -8.8% | +6.7% | +2.5% |
| 6M | -17.5% | -10.5% | -7.0% | -14.2% |
| YTD | +18.1% | +5.4% | +12.7% | +7.4% |
| 1Y | +19.7% | +5.0% | +14.7% | +8.8% |
| 3Y | -7.9% | +64.3% | -72.2% | -43.5% |
| 5Y | +53.1% | +34.0% | +19.1% | +3.7% |
| 10Y | -16.8% | +268.2% | -284.9% | -73.9% |
| All | -16.8% | +273.4% | -290.2% | -73.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling