+17.0%
HON vs ROKU
+83.2%
-66.2%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | -3.5% | -0.4% | -3.0% | -3.4% |
| 30D | -13.8% | +2.1% | -15.8% | -13.9% |
| 3M | -11.7% | +29.5% | -41.2% | -14.1% |
| 6M | -18.7% | +53.8% | -72.5% | -22.4% |
| YTD | +0.2% | +42.8% | -42.6% | -3.8% |
| 1Y | -3.1% | +60.7% | -63.8% | -8.1% |
| 3Y | +17.0% | +83.9% | -66.9% | +4.1% |
| All | +17.0% | +83.2% | -66.2% | +4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling