+25.0%
HL vs ROKU
+53.8%
-28.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +1.5% | +11.7% | +12.4% |
| 7D | +0.2% | +4.8% | -4.6% | -2.2% |
| 30D | -12.1% | +6.1% | -18.2% | -14.8% |
| 3M | -2.8% | +10.5% | -13.3% | -8.0% |
| 6M | -14.9% | +29.2% | -44.1% | -26.5% |
| YTD | -22.0% | +50.0% | -72.1% | -39.5% |
| 1Y | +25.0% | +53.4% | -28.4% | +0.1% |
| All | +25.0% | +53.8% | -28.8% | +0.1% |
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 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