+514.9%
HAL vs ROK
+14,758.7%
-14,243.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | +2.6% | +6.1% | -3.4% | -0.3% |
| 30D | -0.1% | -6.5% | +6.4% | +2.5% |
| 3M | -1.1% | -10.2% | +9.0% | +3.3% |
| 6M | -20.7% | -10.6% | -10.1% | -18.1% |
| YTD | +17.5% | +4.9% | +12.6% | +10.6% |
| 1Y | +24.1% | +3.8% | +20.3% | +17.2% |
| 3Y | -8.4% | +63.5% | -71.9% | -33.4% |
| 5Y | +53.2% | +30.9% | +22.3% | +20.1% |
| 10Y | -17.2% | +266.4% | -283.6% | -58.0% |
| All | +514.9% | +14,758.7% | -14,243.9% | -1.7% |
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