+25.0%
ROK vs HDB
-32.8%
+57.8%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.6% | -6.1% | -1.9% |
| 7D | 0.0% | +12.9% | -12.9% | -3.0% |
| 30D | -2.5% | +10.0% | -12.5% | -4.9% |
| 3M | 0.0% | +1.8% | -1.8% | -0.5% |
| 6M | +11.6% | -2.1% | +13.7% | +11.5% |
| YTD | +15.2% | -33.4% | +48.6% | +20.1% |
| 1Y | +25.0% | -32.9% | +57.9% | +29.7% |
| All | +25.0% | -32.8% | +57.8% | +29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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