+1,403.6%
ROL vs HBM
+470.7%
+932.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.1% |
| 7D | +0.8% | -1.3% | +2.0% | +0.8% |
| 30D | +20.6% | -14.8% | +35.4% | +22.0% |
| 3M | +4.5% | -20.7% | +25.2% | +6.1% |
| 6M | -26.5% | -13.9% | -12.6% | -26.5% |
| YTD | -34.8% | +10.6% | -45.5% | -36.9% |
| 1Y | -33.2% | +32.4% | -65.5% | -36.4% |
| 3Y | +4.5% | +432.0% | -427.5% | -16.0% |
| 5Y | +15.5% | +205.5% | -189.9% | -4.6% |
| 10Y | +217.2% | +291.1% | -73.9% | +128.8% |
| All | +1,403.6% | +470.7% | +932.8% | +921.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling