+355.6%
HLT vs ROKU
+880.6%
-524.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | -1.6% | -0.4% | -1.2% | -1.6% |
| 30D | -5.0% | +2.1% | -7.1% | -5.2% |
| 3M | -10.4% | +29.5% | -39.9% | -13.1% |
| 6M | +3.2% | +53.8% | -50.6% | -1.9% |
| YTD | +6.7% | +42.8% | -36.1% | +2.0% |
| 1Y | +10.3% | +60.7% | -50.5% | +3.7% |
| 3Y | +99.3% | +83.9% | +15.4% | +78.5% |
| 5Y | +143.7% | -52.8% | +196.5% | +132.0% |
| All | +355.6% | +880.6% | -524.9% | +260.6% |
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