+24.0%
HST vs ROK
-9.5%
+33.5%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.3% | -2.9% | -1.3% |
| 7D | -1.3% | -8.5% | +7.2% | +1.1% |
| 30D | +13.4% | -6.4% | +19.8% | +15.5% |
| 3M | +16.7% | -8.8% | +25.5% | +19.4% |
| 6M | +24.0% | -10.5% | +34.5% | +26.8% |
| All | +24.0% | -9.5% | +33.5% | +26.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling