+313.2%
HL vs ROKU
+880.6%
-567.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.3% |
| 7D | -4.4% | -0.4% | -3.9% | -4.3% |
| 30D | +9.3% | +2.1% | +7.2% | +9.0% |
| 3M | +32.0% | +29.5% | +2.5% | +27.4% |
| 6M | -6.4% | +53.8% | -60.2% | -11.5% |
| YTD | +3.1% | +42.8% | -39.7% | -1.5% |
| 1Y | +77.6% | +60.7% | +16.8% | +67.0% |
| 3Y | +392.8% | +83.9% | +308.9% | +343.1% |
| 5Y | +234.1% | -52.8% | +286.9% | +214.0% |
| All | +313.2% | +880.6% | -567.3% | +335.6% |
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