+8.0%
HCA vs ROKU
+50.4%
-42.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.8% | -0.6% |
| 7D | +6.1% | +2.6% | +3.6% | +6.1% |
| 30D | +17.4% | +5.5% | +12.0% | +17.3% |
| 3M | +24.1% | +9.1% | +15.0% | +23.8% |
| 6M | +18.8% | +28.9% | -10.1% | +17.8% |
| YTD | +9.3% | +47.8% | -38.5% | +9.4% |
| 1Y | +8.0% | +51.8% | -43.8% | +8.3% |
| All | +8.0% | +50.4% | -42.4% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 1y: compounded portfolio wealth divided by compounded ROKU 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…
1y analysis · Full analysis span regression · 6 months rolling