+48.1%
HAL vs ROK
+29.4%
+18.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -0.8% |
| 7D | -6.5% | -11.0% | +4.5% | -3.0% |
| 30D | -2.1% | -8.2% | +6.1% | +0.4% |
| 3M | -4.9% | -8.5% | +3.6% | -2.4% |
| 6M | -19.3% | -12.0% | -7.3% | -16.9% |
| YTD | +14.3% | +3.1% | +11.2% | +9.5% |
| 1Y | +17.3% | +2.9% | +14.4% | +12.3% |
| 3Y | -10.9% | +60.7% | -71.6% | -31.4% |
| All | +48.1% | +29.4% | +18.6% | +6.4% |
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