+54.0%
HST vs ROK
+6.7%
+47.3%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.0% | +0.6% | +1.9% |
| 7D | +0.6% | -11.0% | +11.6% | +4.3% |
| 30D | +14.5% | -8.2% | +22.7% | +17.5% |
| 3M | +15.4% | -8.5% | +23.9% | +18.4% |
| 6M | +22.0% | -12.0% | +33.9% | +25.8% |
| YTD | +54.9% | +3.1% | +51.8% | +49.1% |
| 1Y | +54.0% | +2.9% | +51.1% | +46.8% |
| All | +54.0% | +6.7% | +47.3% | +46.8% |
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