+12.1%
HLT vs ROKU
+57.7%
-45.6%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.9% |
| 7D | -3.3% | -1.3% | -2.0% | -3.2% |
| 30D | -4.1% | +5.9% | -10.0% | -4.5% |
| 3M | -7.9% | +23.9% | -31.8% | -9.6% |
| 6M | +2.2% | +59.6% | -57.4% | -1.8% |
| YTD | +8.5% | +43.4% | -34.9% | +4.9% |
| 1Y | +12.1% | +60.2% | -48.0% | +6.2% |
| All | +12.1% | +57.7% | -45.6% | +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 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