+46.4%
ROK vs HDB
-37.8%
+84.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +1.9% | -0.2% |
| 7D | +2.8% | -2.0% | +4.8% | +3.4% |
| 30D | -2.4% | -4.9% | +2.5% | -1.0% |
| 3M | -4.7% | -2.3% | -2.4% | -4.4% |
| 6M | +16.8% | -23.7% | +40.5% | +25.7% |
| YTD | +11.4% | -38.5% | +49.8% | +27.6% |
| 1Y | +26.2% | -36.5% | +62.6% | +42.9% |
| 3Y | +51.9% | -28.5% | +80.3% | +62.9% |
| 5Y | +46.4% | -37.4% | +83.7% | +60.1% |
| All | +46.4% | -37.8% | +84.1% | +60.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling