+48.1%
ROK vs HAS
+13.4%
+34.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.2% |
| 3M | -5.9% | +10.4% | -16.2% | -9.5% |
| 6M | +13.9% | -3.2% | +17.1% | +14.1% |
| YTD | +12.6% | +15.4% | -2.8% | +5.4% |
| 1Y | +28.6% | +18.8% | +9.8% | +18.9% |
| 3Y | +45.1% | +43.9% | +1.2% | +22.4% |
| All | +48.1% | +13.4% | +34.7% | +38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling