+49.7%
ROK vs HAS
+44.6%
+5.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.5% |
| 7D | +0.7% | -1.8% | +2.5% | +1.3% |
| 30D | -3.3% | +2.3% | -5.6% | -4.1% |
| 3M | -5.9% | +10.4% | -16.2% | -9.2% |
| 6M | +13.9% | -3.2% | +17.1% | +14.1% |
| YTD | +12.6% | +15.4% | -2.8% | +5.8% |
| 1Y | +28.6% | +18.8% | +9.8% | +19.5% |
| All | +49.7% | +44.6% | +5.1% | +16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling