+25.0%
ROK vs HBM
+47.3%
-22.3%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.6% | -4.2% | -1.3% |
| 7D | 0.0% | -5.8% | +5.9% | +1.3% |
| 30D | -2.5% | -18.5% | +16.0% | +1.7% |
| 3M | 0.0% | -10.3% | +10.3% | +1.6% |
| 6M | +11.6% | +2.1% | +9.4% | +8.4% |
| YTD | +15.2% | +12.0% | +3.2% | +7.0% |
| 1Y | +25.0% | +49.8% | -24.8% | +3.8% |
| All | +25.0% | +47.3% | -22.3% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 1y: compounded portfolio wealth divided by compounded HBM 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…
1y analysis · Full analysis span regression · 6 months rolling