+425.4%
HPE vs ROKU
+867.7%
-442.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.6% | +6.7% | +5.3% |
| 7D | +13.6% | -3.0% | +16.7% | +14.1% |
| 30D | +7.7% | +0.7% | +7.0% | +7.6% |
| 3M | +22.4% | +26.5% | -4.1% | +18.6% |
| 6M | +172.6% | +52.6% | +120.0% | +157.7% |
| YTD | +147.5% | +40.9% | +106.6% | +136.0% |
| 1Y | +151.8% | +57.6% | +94.1% | +136.7% |
| 3Y | +267.1% | +83.2% | +183.9% | +231.0% |
| 5Y | +362.8% | -54.8% | +417.6% | +340.9% |
| All | +425.4% | +867.7% | -442.3% | +297.3% |
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