+61.0%
ROK vs HAS
+212.5%
-151.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.3% | -0.2% |
| 7D | +7.1% | +1.4% | +5.7% | +6.6% |
| 30D | -5.0% | +26.3% | -31.2% | -12.5% |
| 3M | -9.4% | +25.6% | -35.0% | -16.5% |
| 6M | -11.0% | +30.3% | -41.3% | -19.7% |
| YTD | +4.4% | +50.4% | -45.9% | -11.3% |
| 1Y | +7.4% | +57.7% | -50.3% | -10.5% |
| 3Y | +61.0% | +213.4% | -152.4% | +0.9% |
| All | +61.0% | +212.5% | -151.5% | +0.9% |
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