-25.0%
HD vs ROKU
+62.9%
-87.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.9% |
| 7D | -3.8% | -0.4% | -3.4% | -3.8% |
| 30D | -9.4% | +2.1% | -11.5% | -9.7% |
| 3M | -4.6% | +29.5% | -34.1% | -7.5% |
| 6M | -10.1% | +53.8% | -63.9% | -15.2% |
| YTD | -8.3% | +42.8% | -51.1% | -13.2% |
| 1Y | -25.0% | +60.7% | -85.8% | -30.2% |
| All | -25.0% | +62.9% | -87.9% | -30.2% |
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