+60.4%
HCA vs ROKU
+83.2%
-22.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.8% | +1.3% |
| 7D | +5.4% | -0.4% | +5.8% | +5.4% |
| 30D | +3.0% | +2.1% | +0.9% | +2.9% |
| 3M | +13.0% | +29.5% | -16.5% | +11.7% |
| 6M | -20.3% | +53.8% | -74.1% | -21.8% |
| YTD | -8.2% | +42.8% | -51.0% | -9.8% |
| 1Y | +6.7% | +60.7% | -54.0% | +4.2% |
| 3Y | +60.4% | +83.9% | -23.5% | +56.3% |
| All | +60.4% | +83.2% | -22.8% | +56.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling