+341.2%
ROK vs HDB
+32.9%
+308.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.7% |
| 7D | -1.6% | -6.2% | +4.6% | +0.5% |
| 30D | -5.4% | -6.2% | +0.8% | -3.4% |
| 3M | -4.0% | -5.9% | +1.9% | -2.4% |
| 6M | +13.3% | -25.9% | +39.3% | +24.6% |
| YTD | +9.3% | -40.2% | +49.6% | +29.2% |
| 1Y | +25.8% | -38.0% | +63.8% | +46.5% |
| 3Y | +49.1% | -30.5% | +79.6% | +63.1% |
| 5Y | +45.9% | -38.1% | +84.0% | +63.7% |
| All | +341.2% | +32.9% | +308.2% | +253.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling