+7.4%
HD vs ROK
+46.6%
-39.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -1.9% |
| 7D | -1.2% | +2.8% | -4.0% | -2.1% |
| 30D | -11.1% | -2.4% | -8.7% | -10.5% |
| 3M | +2.0% | -4.7% | +6.7% | +3.2% |
| 6M | -10.5% | +16.8% | -27.2% | -15.9% |
| YTD | -6.9% | +11.4% | -18.2% | -11.4% |
| 1Y | -23.2% | +26.2% | -49.4% | -30.2% |
| 3Y | +3.1% | +51.9% | -48.8% | -15.4% |
| 5Y | +7.4% | +46.4% | -39.0% | -11.0% |
| All | +7.4% | +46.6% | -39.3% | -11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling