+74.2%
HAL vs ROK
+25.5%
+48.7%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +0.9% |
| 7D | -1.3% | +0.2% | -1.5% | -1.3% |
| 30D | +10.9% | -1.8% | +12.7% | +11.0% |
| 3M | -5.8% | -7.2% | +1.3% | -5.7% |
| 6M | +8.1% | +14.2% | -6.0% | +5.1% |
| YTD | +33.2% | +10.6% | +22.6% | +30.6% |
| 1Y | +74.2% | +25.9% | +48.3% | +66.5% |
| All | +74.2% | +25.5% | +48.7% | +66.5% |
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