+4,604.2%
ROK vs HDB
+3,812.1%
+792.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | +0.7% | +0.4% | +0.3% | +0.5% |
| 30D | -3.3% | -2.8% | -0.5% | -2.4% |
| 3M | -5.9% | -3.5% | -2.3% | -5.0% |
| 6M | +13.9% | -24.7% | +38.6% | +25.1% |
| YTD | +12.6% | -36.6% | +49.1% | +31.2% |
| 1Y | +28.6% | -34.4% | +63.0% | +47.8% |
| 3Y | +45.1% | -24.4% | +69.5% | +54.8% |
| 5Y | +45.6% | -35.4% | +80.9% | +61.7% |
| 10Y | +345.0% | +39.5% | +305.5% | +251.8% |
| All | +4,604.2% | +3,812.1% | +792.1% | +1,411.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling