+45.9%
HLT vs ROK
+25.3%
+20.6%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.1% | +3.6% |
| 7D | +7.7% | 0.0% | +7.7% | +7.7% |
| 30D | +19.1% | -2.5% | +21.6% | +19.7% |
| 3M | +20.7% | 0.0% | +20.7% | +20.6% |
| 6M | +21.0% | +11.6% | +9.5% | +15.9% |
| YTD | +31.3% | +15.2% | +16.1% | +23.5% |
| 1Y | +45.9% | +25.0% | +20.9% | +31.9% |
| All | +45.9% | +25.3% | +20.6% | +31.9% |
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 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