+34.0%
ROK vs HDB
-22.2%
+56.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.1% | +2.2% |
| 7D | -8.5% | +6.9% | -15.4% | -10.3% |
| 30D | -6.4% | +15.2% | -21.6% | -10.4% |
| 3M | -8.8% | +11.7% | -20.6% | -12.1% |
| 6M | -10.5% | +7.5% | -18.0% | -13.0% |
| YTD | +5.4% | -28.8% | +34.2% | +15.4% |
| 1Y | +5.0% | -29.1% | +34.1% | +15.0% |
| 3Y | +64.3% | -7.0% | +71.3% | +60.8% |
| 5Y | +34.0% | -22.1% | +56.0% | +36.8% |
| All | +34.0% | -22.2% | +56.1% | +36.8% |
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