+1,294.3%
ROL vs HBM
+613.3%
+681.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.4% | +0.5% |
| 7D | -1.4% | -6.4% | +4.9% | -0.9% |
| 30D | -4.1% | +5.9% | -10.0% | -4.7% |
| 3M | -22.5% | -8.9% | -13.6% | -22.4% |
| 6M | -37.7% | +10.7% | -48.3% | -39.0% |
| YTD | -39.6% | +38.3% | -77.8% | -42.4% |
| 1Y | -36.0% | +121.3% | -157.4% | -42.0% |
| 3Y | -5.1% | +450.6% | -455.7% | -23.5% |
| 5Y | -3.4% | +338.0% | -341.4% | -22.8% |
| 10Y | +215.2% | +578.6% | -363.4% | +114.5% |
| All | +1,294.3% | +613.3% | +681.0% | +831.9% |
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 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