+6.1%
ROL vs HBM
+424.7%
-418.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +9.0% | -6.9% | +2.2% |
| 7D | +7.5% | +5.0% | +2.5% | +7.6% |
| 30D | +21.1% | -12.7% | +33.9% | +21.0% |
| 3M | +3.1% | -17.4% | +20.6% | +3.0% |
| 6M | -27.4% | -8.9% | -18.6% | -27.6% |
| YTD | -34.7% | +14.9% | -49.6% | -35.3% |
| 1Y | -32.9% | +41.4% | -74.3% | -33.8% |
| 3Y | +6.1% | +462.1% | -456.0% | -3.5% |
| All | +6.1% | +424.7% | -418.6% | -3.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling