+289.4%
HPE vs ROKU
+83.2%
+206.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.5% | +11.9% | +12.3% |
| 7D | +19.4% | -0.4% | +19.8% | +19.5% |
| 30D | +5.6% | +2.1% | +3.5% | +5.0% |
| 3M | +33.1% | +29.5% | +3.6% | +23.4% |
| 6M | +192.5% | +53.8% | +138.7% | +157.4% |
| YTD | +160.9% | +42.8% | +118.1% | +133.5% |
| 1Y | +155.0% | +60.7% | +94.2% | +120.4% |
| 3Y | +289.4% | +83.9% | +205.5% | +217.2% |
| All | +289.4% | +83.2% | +206.2% | +217.2% |
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 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