+111.9%
HAL vs ROK
+45.0%
+66.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.1% |
| 7D | -1.3% | +0.2% | -1.5% | -1.4% |
| 30D | +10.9% | -1.8% | +12.7% | +11.5% |
| 3M | -5.8% | -7.2% | +1.3% | -4.1% |
| 6M | +8.1% | +14.2% | -6.0% | +0.6% |
| YTD | +33.2% | +10.6% | +22.6% | +25.2% |
| 1Y | +74.2% | +25.9% | +48.3% | +54.5% |
| 3Y | -3.7% | +50.8% | -54.5% | -23.4% |
| 5Y | +111.9% | +47.0% | +64.8% | +58.0% |
| All | +111.9% | +45.0% | +66.9% | +58.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling