+220.7%
ROL vs HBM
+281.1%
-60.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.7% | +2.6% |
| 7D | +3.0% | +2.2% | +0.7% | +2.8% |
| 30D | +19.8% | -11.8% | +31.6% | +20.6% |
| 3M | +7.9% | -19.2% | +27.1% | +9.0% |
| 6M | -25.6% | -22.9% | -2.8% | -25.1% |
| YTD | -34.1% | +7.8% | -41.9% | -35.7% |
| 1Y | -31.4% | +34.9% | -66.3% | -34.2% |
| 3Y | +4.7% | +422.2% | -417.5% | -12.7% |
| 5Y | +15.6% | +192.8% | -177.2% | -1.1% |
| All | +220.7% | +281.1% | -60.4% | +145.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 10y: compounded portfolio wealth divided by compounded HBM 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…
10y analysis · Full analysis span regression · 6 months rolling