+0.8%
ROL vs HBM
+522.1%
-521.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.8% | -8.3% | -2.6% |
| 7D | -3.4% | +7.4% | -10.8% | -3.5% |
| 30D | -6.9% | +5.1% | -12.0% | -7.0% |
| 3M | -24.6% | +11.1% | -35.7% | -24.6% |
| 6M | -39.5% | +30.2% | -69.7% | -40.0% |
| YTD | -41.1% | +46.2% | -87.3% | -41.9% |
| 1Y | -37.9% | +120.0% | -158.0% | -39.7% |
| 3Y | +0.8% | +527.4% | -526.6% | -13.8% |
| All | +0.8% | +522.1% | -521.3% | -13.8% |
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