+534.0%
HAL vs ROK
+14,694.8%
-14,160.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.3% |
| 7D | +6.1% | +7.1% | -1.0% | +2.6% |
| 30D | +2.9% | -5.0% | +7.8% | +4.7% |
| 3M | +3.3% | -9.4% | +12.7% | +7.5% |
| 6M | -16.9% | -11.0% | -5.9% | -13.9% |
| YTD | +21.2% | +4.4% | +16.7% | +14.2% |
| 1Y | +27.5% | +7.4% | +20.1% | +18.4% |
| 3Y | -6.4% | +61.0% | -67.4% | -31.5% |
| 5Y | +58.0% | +30.4% | +27.6% | +24.1% |
| 10Y | -14.6% | +264.8% | -279.4% | -56.6% |
| All | +534.0% | +14,694.8% | -14,160.8% | +1.6% |
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