+4,264.3%
ROK vs HDB
+4,259.4%
+4.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.6% |
| 7D | +7.1% | +2.7% | +4.3% | +6.1% |
| 30D | -5.0% | +14.1% | -19.1% | -9.6% |
| 3M | -9.4% | +11.8% | -21.2% | -13.4% |
| 6M | -11.0% | +8.2% | -19.2% | -14.3% |
| YTD | +4.4% | -29.3% | +33.8% | +16.5% |
| 1Y | +7.4% | -28.8% | +36.2% | +19.4% |
| 3Y | +61.0% | -7.5% | +68.4% | +59.1% |
| 5Y | +30.4% | -23.1% | +53.4% | +35.5% |
| 10Y | +264.8% | +63.7% | +201.1% | +171.1% |
| All | +4,264.3% | +4,259.4% | +4.9% | +1,242.1% |
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 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