+15,354.0%
ROK vs HAS
+3,598.5%
+11,755.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.3% |
| 1Y | +28.6% | +18.8% | +9.8% | +20.2% |
| 3Y | +45.1% | +43.9% | +1.2% | +24.2% |
| 5Y | +45.6% | +13.9% | +31.7% | +32.0% |
| 10Y | +345.0% | +56.4% | +288.6% | +242.3% |
| All | +15,354.0% | +3,598.5% | +11,755.5% | +4,813.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling