+264.9%
ROK vs HAS
+99.1%
+165.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.6% | +0.3% |
| 7D | +6.1% | +1.6% | +4.5% | +5.5% |
| 30D | -6.5% | +26.6% | -33.1% | -14.4% |
| 3M | -10.2% | +29.0% | -39.2% | -18.4% |
| 6M | -10.6% | +30.6% | -41.2% | -19.8% |
| YTD | +4.9% | +51.5% | -46.6% | -11.3% |
| 1Y | +3.8% | +58.5% | -54.7% | -13.7% |
| 3Y | +63.5% | +214.1% | -150.6% | +3.1% |
| 5Y | +30.9% | +50.2% | -19.3% | +6.0% |
| All | +264.9% | +99.1% | +165.9% | +153.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 10y: compounded portfolio wealth divided by compounded HAS 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…
10y analysis · Full analysis span regression · 6 months rolling