+343.5%
ROK vs HAS
+53.3%
+290.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.2% |
| 7D | +2.8% | -3.1% | +5.9% | +4.0% |
| 30D | -2.4% | -2.7% | +0.3% | -1.5% |
| 3M | -4.7% | +8.9% | -13.6% | -8.0% |
| 6M | +16.8% | -2.9% | +19.7% | +16.8% |
| YTD | +11.4% | +12.6% | -1.3% | +5.3% |
| 1Y | +26.2% | +17.5% | +8.7% | +17.3% |
| 3Y | +51.9% | +46.2% | +5.6% | +26.7% |
| 5Y | +46.4% | +12.6% | +33.8% | +31.8% |
| 10Y | +343.5% | +55.7% | +287.8% | +252.4% |
| All | +343.5% | +53.3% | +290.3% | +252.4% |
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