+72.1%
HST vs ROK
+21.5%
+50.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.3% | +0.6% |
| 7D | -2.7% | -13.8% | +11.1% | +3.5% |
| 30D | +10.7% | -14.9% | +25.6% | +18.4% |
| 3M | +6.3% | -14.7% | +20.9% | +13.3% |
| 6M | +19.0% | -17.7% | +36.6% | +27.9% |
| YTD | +47.0% | -2.5% | +49.5% | +45.1% |
| 1Y | +53.4% | +2.3% | +51.2% | +47.9% |
| 3Y | +78.0% | +52.7% | +25.3% | +36.4% |
| All | +72.1% | +21.5% | +50.5% | +30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling