+635.0%
HLT vs ROK
+392.4%
+242.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.3% |
| 7D | -2.6% | -1.6% | -1.0% | -1.9% |
| 30D | -2.6% | -5.4% | +2.8% | -0.2% |
| 3M | -9.4% | -4.0% | -5.5% | -8.4% |
| 6M | +2.7% | +13.3% | -10.6% | -4.4% |
| YTD | +6.8% | +9.3% | -2.6% | +0.4% |
| 1Y | +12.4% | +25.8% | -13.5% | -1.6% |
| 3Y | +100.2% | +49.1% | +51.1% | +55.1% |
| 5Y | +143.7% | +45.9% | +97.9% | +84.8% |
| 10Y | +584.9% | +349.9% | +235.0% | +180.5% |
| All | +635.0% | +392.4% | +242.6% | +185.5% |
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