-2.6%
HD vs ROK
+4.7%
-7.3%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.6% | +0.2% |
| 7D | +1.5% | +7.1% | -5.6% | 0.0% |
| 30D | +18.0% | -5.0% | +22.9% | +18.6% |
| 3M | +2.8% | -9.4% | +12.2% | +4.5% |
| 6M | +17.0% | -11.0% | +28.0% | +18.5% |
| YTD | +3.5% | +4.4% | -0.9% | -3.8% |
| 1Y | -2.6% | +7.4% | -10.0% | -12.3% |
| All | -2.6% | +4.7% | -7.3% | -12.3% |
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 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