+21.8%
ROK vs HAS
+50.4%
-28.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.8% | -1.2% |
| 7D | -13.8% | -0.2% | -13.7% | -13.7% |
| 30D | -14.9% | +31.0% | -46.0% | -23.0% |
| 3M | -14.7% | +30.7% | -45.3% | -22.8% |
| 6M | -17.7% | +23.9% | -41.6% | -24.5% |
| YTD | -2.5% | +48.3% | -50.8% | -16.8% |
| 1Y | +2.3% | +60.2% | -58.0% | -15.4% |
| 3Y | +52.7% | +189.2% | -136.5% | -1.0% |
| All | +21.8% | +50.4% | -28.6% | +2.6% |
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