+47.5%
ROK vs HIG
+116.1%
-68.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | -1.2% | -1.5% | +0.2% | -0.6% |
| 30D | -4.8% | -0.4% | -4.5% | -4.8% |
| 3M | -6.1% | +6.7% | -12.8% | -9.4% |
| 6M | +15.5% | +2.0% | +13.5% | +13.6% |
| YTD | +11.2% | +0.3% | +10.9% | +10.0% |
| 1Y | +23.8% | +4.2% | +19.7% | +19.9% |
| 3Y | +53.1% | +102.2% | -49.1% | +1.8% |
| All | +47.5% | +116.1% | -68.6% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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