+56.7%
HST vs ROK
+4.7%
+52.0%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.4% | +0.1% |
| 7D | +3.6% | +7.1% | -3.5% | +1.3% |
| 30D | +11.2% | -5.0% | +16.2% | +12.9% |
| 3M | +13.1% | -9.4% | +22.5% | +16.3% |
| 6M | +23.9% | -11.0% | +34.9% | +27.3% |
| YTD | +52.3% | +4.4% | +47.8% | +46.7% |
| 1Y | +56.7% | +7.4% | +49.3% | +48.0% |
| All | +56.7% | +4.7% | +52.0% | +48.0% |
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