+31,139.8%
HD vs ROK
+15,847.2%
+15,292.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.5% |
| 7D | -2.1% | +0.7% | -2.7% | -2.3% |
| 30D | -8.4% | -3.3% | -5.1% | -7.3% |
| 3M | +4.3% | -5.9% | +10.2% | +6.1% |
| 6M | -11.1% | +13.9% | -25.0% | -16.0% |
| YTD | -4.7% | +12.6% | -17.3% | -9.9% |
| 1Y | -19.8% | +28.6% | -48.4% | -28.1% |
| 3Y | +4.1% | +45.1% | -41.0% | -13.8% |
| 5Y | +10.3% | +45.6% | -35.3% | -10.6% |
| 10Y | +203.2% | +345.0% | -141.9% | +56.5% |
| All | +31,139.8% | +15,847.2% | +15,292.6% | +3,758.0% |
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 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