+57.4%
HL vs ROK
+15,675.2%
-15,617.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.7% |
| 7D | +7.1% | +2.8% | +4.3% | +6.1% |
| 30D | +21.4% | -2.4% | +23.8% | +22.5% |
| 3M | +37.4% | -4.7% | +42.1% | +39.3% |
| 6M | +0.4% | +16.8% | -16.3% | -4.6% |
| YTD | +6.7% | +11.4% | -4.7% | +3.4% |
| 1Y | +102.4% | +26.2% | +76.2% | +89.0% |
| 3Y | +417.4% | +51.9% | +365.6% | +347.3% |
| 5Y | +243.3% | +46.4% | +197.0% | +196.0% |
| 10Y | +242.6% | +343.5% | -101.0% | +112.0% |
| All | +57.4% | +15,675.2% | -15,617.8% | +2.9% |
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