+25.0%
ROK vs HRB
+16.9%
+8.1%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.4% | -4.9% | -0.4% |
| 7D | 0.0% | +16.0% | -16.0% | +0.7% |
| 30D | -2.5% | +32.1% | -34.6% | -1.4% |
| 3M | 0.0% | +21.5% | -21.5% | +1.0% |
| 6M | +11.6% | +82.1% | -70.5% | +13.9% |
| YTD | +15.2% | +31.6% | -16.4% | +17.2% |
| 1Y | +25.0% | +15.9% | +9.1% | +28.5% |
| All | +25.0% | +16.9% | +8.1% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 1y: compounded portfolio wealth divided by compounded HRB 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…
1y analysis · Full analysis span regression · 6 months rolling