-23.1%
HD vs ROK
+25.5%
-48.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | -1.8% | +0.2% | -2.0% | -1.8% |
| 30D | -10.8% | -1.8% | -9.0% | -10.5% |
| 3M | -2.7% | -7.2% | +4.5% | -1.3% |
| 6M | -10.3% | +14.2% | -24.4% | -15.3% |
| YTD | -7.8% | +10.6% | -18.4% | -12.8% |
| 1Y | -23.1% | +25.9% | -49.0% | -30.2% |
| All | -23.1% | +25.5% | -48.6% | -30.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling