+392.8%
HL vs ROK
+51.1%
+341.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -2.1% |
| 7D | -4.4% | -1.2% | -3.1% | -3.7% |
| 30D | +9.3% | -4.8% | +14.1% | +12.2% |
| 3M | +32.0% | -6.1% | +38.1% | +35.5% |
| 6M | -6.4% | +15.5% | -21.9% | -13.4% |
| YTD | +3.1% | +11.2% | -8.0% | -1.9% |
| 1Y | +77.6% | +23.8% | +53.7% | +62.3% |
| 3Y | +392.8% | +53.1% | +339.7% | +270.0% |
| All | +392.8% | +51.1% | +341.8% | +270.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling