+107.0%
HST vs ROK
+343.9%
-236.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.2% |
| 7D | -0.3% | +0.2% | -0.5% | -0.4% |
| 30D | -2.8% | -1.8% | -1.0% | -2.0% |
| 3M | -6.5% | -7.2% | +0.7% | -3.6% |
| 6M | +20.7% | +14.2% | +6.6% | +11.1% |
| YTD | +30.5% | +10.6% | +19.9% | +21.6% |
| 1Y | +36.8% | +25.9% | +10.9% | +18.8% |
| 3Y | +65.9% | +50.8% | +15.1% | +25.9% |
| 5Y | +73.9% | +47.0% | +26.9% | +29.1% |
| 10Y | +107.0% | +354.9% | -247.9% | -6.7% |
| All | +107.0% | +343.9% | -236.9% | -6.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling