+595.7%
HAL vs ROK
+15,847.2%
-15,251.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -1.2% |
| 7D | +2.9% | +0.7% | +2.3% | +2.6% |
| 30D | +17.0% | -3.3% | +20.4% | +18.8% |
| 3M | -9.7% | -5.9% | -3.8% | -8.0% |
| 6M | +8.6% | +13.9% | -5.2% | -0.6% |
| YTD | +33.0% | +12.6% | +20.4% | +21.9% |
| 1Y | +68.3% | +28.6% | +39.7% | +43.7% |
| 3Y | +0.1% | +45.1% | -45.0% | -22.4% |
| 5Y | +102.6% | +45.6% | +57.1% | +51.6% |
| 10Y | +3.8% | +345.0% | -341.2% | -51.4% |
| All | +595.7% | +15,847.2% | -15,251.5% | +8.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling