+1,597.5%
HST vs ROK
+14,499.9%
-12,902.4%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.0% | +0.6% | +1.5% |
| 7D | +0.6% | -11.0% | +11.6% | +6.4% |
| 30D | +14.5% | -8.2% | +22.7% | +19.1% |
| 3M | +15.4% | -8.5% | +23.9% | +19.9% |
| 6M | +22.0% | -12.0% | +33.9% | +28.3% |
| YTD | +54.9% | +3.1% | +51.8% | +48.6% |
| 1Y | +54.0% | +2.9% | +51.1% | +47.7% |
| 3Y | +90.4% | +60.7% | +29.8% | +39.0% |
| 5Y | +84.2% | +29.5% | +54.7% | +46.5% |
| 10Y | +144.6% | +262.6% | -118.0% | +8.3% |
| All | +1,597.5% | +14,499.9% | -12,902.4% | +72.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling