+3.1%
HD vs ROKU
+86.5%
-83.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.3% |
| 7D | -1.2% | -0.1% | -1.1% | -1.2% |
| 30D | -11.1% | +1.5% | -12.6% | -11.3% |
| 3M | +2.0% | +25.7% | -23.7% | -0.5% |
| 6M | -10.5% | +54.5% | -64.9% | -14.6% |
| YTD | -6.9% | +43.2% | -50.0% | -10.7% |
| 1Y | -23.2% | +56.3% | -79.5% | -27.1% |
| 3Y | +3.1% | +86.1% | -83.0% | -6.2% |
| All | +3.1% | +86.5% | -83.5% | -6.2% |
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 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