+72.8%
HCA vs ROKU
-52.4%
+125.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.8% |
| 3M | +13.0% | +29.5% | -16.5% | +10.8% |
| 6M | -20.3% | +53.8% | -74.1% | -22.9% |
| YTD | -8.2% | +42.8% | -51.0% | -11.0% |
| 1Y | +6.7% | +60.7% | -54.0% | +2.4% |
| 3Y | +60.4% | +83.9% | -23.5% | +47.7% |
| All | +72.8% | -52.4% | +125.2% | +53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling