+248.6%
HD vs ROK
+264.0%
-15.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.6% | +0.3% |
| 7D | +1.5% | +7.1% | -5.6% | -1.2% |
| 30D | +18.0% | -5.0% | +22.9% | +19.5% |
| 3M | +2.8% | -9.4% | +12.2% | +5.9% |
| 6M | +17.0% | -11.0% | +28.0% | +20.5% |
| YTD | +3.5% | +4.4% | -0.9% | -0.8% |
| 1Y | -2.6% | +7.4% | -10.0% | -7.8% |
| 3Y | +30.7% | +61.0% | -30.2% | -0.2% |
| 5Y | +6.2% | +30.4% | -24.2% | -13.1% |
| All | +248.6% | +264.0% | -15.4% | +91.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling