+73.7%
HST vs ROK
+46.6%
+27.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.6% |
| 7D | +2.0% | +2.8% | -0.8% | +0.8% |
| 30D | -5.2% | -2.4% | -2.8% | -4.3% |
| 3M | -6.2% | -4.7% | -1.5% | -4.9% |
| 6M | +20.4% | +16.8% | +3.7% | +10.8% |
| YTD | +30.6% | +11.4% | +19.3% | +22.4% |
| 1Y | +37.4% | +26.2% | +11.2% | +21.3% |
| 3Y | +66.1% | +51.9% | +14.3% | +30.0% |
| 5Y | +73.7% | +46.4% | +27.3% | +26.5% |
| All | +73.7% | +46.6% | +27.1% | +26.5% |
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 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