+2,292.6%
ROK vs HBM
+456.2%
+1,836.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.2% |
| 7D | +7.1% | +2.2% | +4.8% | +6.5% |
| 30D | -5.0% | -11.8% | +6.8% | -2.3% |
| 3M | -9.4% | -19.2% | +9.8% | -5.5% |
| 6M | -11.0% | -22.9% | +11.9% | -7.4% |
| YTD | +4.4% | +7.8% | -3.4% | -0.3% |
| 1Y | +7.4% | +34.9% | -27.5% | -2.6% |
| 3Y | +61.0% | +422.2% | -361.2% | +3.9% |
| 5Y | +30.4% | +192.8% | -162.5% | -10.0% |
| 10Y | +264.8% | +281.1% | -16.4% | +93.5% |
| All | +2,292.6% | +456.2% | +1,836.4% | +780.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling