-4.2%
ROL vs HBM
+392.2%
-396.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.1% |
| 7D | -3.3% | +5.5% | -8.8% | -3.5% |
| 30D | -7.2% | +3.3% | -10.5% | -7.4% |
| 3M | -27.0% | +12.7% | -39.6% | -27.4% |
| 6M | -39.5% | +28.2% | -67.7% | -40.6% |
| YTD | -41.8% | +45.3% | -87.1% | -43.5% |
| 1Y | -38.9% | +121.7% | -160.6% | -42.3% |
| 3Y | -0.4% | +523.5% | -523.9% | -15.5% |
| 5Y | -4.2% | +393.9% | -398.1% | -18.4% |
| All | -4.2% | +392.2% | -396.4% | -18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling