+146.6%
HD vs ROKU
+884.7%
-738.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.7% | +1.1% |
| 7D | -2.1% | -1.3% | -0.7% | -1.9% |
| 30D | -8.4% | +5.9% | -14.3% | -9.0% |
| 3M | +4.3% | +23.9% | -19.5% | +1.9% |
| 6M | -11.1% | +59.6% | -70.7% | -15.5% |
| YTD | -4.7% | +43.4% | -48.1% | -8.6% |
| 1Y | -19.8% | +60.2% | -80.0% | -24.1% |
| 3Y | +4.1% | +90.4% | -86.3% | -6.5% |
| 5Y | +10.3% | -54.5% | +64.9% | +6.2% |
| All | +146.6% | +884.7% | -738.1% | +94.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling