+15.8%
HAL vs ROK
+2.9%
+13.0%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -0.2% |
| 7D | -6.5% | -11.0% | +4.5% | -5.7% |
| 30D | -2.1% | -8.2% | +6.1% | -1.4% |
| 3M | -4.9% | -8.5% | +3.6% | -4.2% |
| 6M | -19.3% | -12.0% | -7.3% | -18.7% |
| YTD | +14.3% | +3.1% | +11.2% | +13.0% |
| All | +15.8% | +2.9% | +13.0% | +14.6% |
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