+5,865.4%
ROK vs HIG
+980.5%
+4,884.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.6% |
| 7D | +2.8% | -1.1% | +3.9% | +3.0% |
| 30D | -2.4% | -4.9% | +2.5% | -1.2% |
| 3M | -4.7% | +6.8% | -11.5% | -6.5% |
| 6M | +16.8% | -1.7% | +18.4% | +16.8% |
| YTD | +11.4% | -0.2% | +11.6% | +10.9% |
| 1Y | +26.2% | +5.7% | +20.5% | +23.6% |
| 3Y | +51.9% | +100.3% | -48.4% | +26.0% |
| 5Y | +46.4% | +118.5% | -72.1% | +18.7% |
| 10Y | +343.5% | +309.7% | +33.8% | +201.6% |
| All | +5,865.4% | +980.5% | +4,884.9% | +2,052.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling