+138.5%
HD vs ROKU
+867.7%
-729.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.5% | -0.9% |
| 7D | -1.8% | -3.0% | +1.2% | -1.5% |
| 30D | -10.8% | +0.7% | -11.5% | -10.9% |
| 3M | -2.7% | +26.5% | -29.1% | -5.1% |
| 6M | -10.3% | +52.6% | -62.9% | -14.3% |
| YTD | -7.8% | +40.9% | -48.8% | -11.5% |
| 1Y | -23.1% | +57.6% | -80.8% | -27.1% |
| 3Y | +2.0% | +83.2% | -81.2% | -8.0% |
| 5Y | +6.2% | -54.8% | +61.0% | +2.3% |
| All | +138.5% | +867.7% | -729.3% | +88.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling