+208.2%
ROL vs HBM
+625.8%
-417.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.1% |
| 7D | -3.3% | +5.5% | -8.8% | -3.6% |
| 30D | -7.2% | +3.3% | -10.5% | -7.5% |
| 3M | -27.0% | +12.7% | -39.6% | -27.8% |
| 6M | -39.5% | +28.2% | -67.7% | -41.2% |
| YTD | -41.8% | +45.3% | -87.1% | -44.1% |
| 1Y | -38.9% | +121.7% | -160.6% | -43.4% |
| 3Y | -0.4% | +523.5% | -523.9% | -17.4% |
| 5Y | -4.2% | +393.9% | -398.1% | -21.1% |
| 10Y | +208.2% | +647.9% | -439.7% | +124.9% |
| All | +208.2% | +625.8% | -417.6% | +124.9% |
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