+21.3%
HPQ vs ROKU
+53.8%
-32.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.5% | +4.4% | +5.6% |
| 7D | -7.8% | +4.8% | -12.6% | -8.6% |
| 30D | -4.9% | +6.1% | -11.0% | -5.9% |
| 3M | +4.9% | +10.5% | -5.6% | +3.0% |
| 6M | +47.1% | +29.2% | +17.9% | +40.6% |
| YTD | +39.5% | +50.0% | -10.5% | +28.9% |
| 1Y | +21.3% | +53.4% | -32.2% | +12.2% |
| All | +21.3% | +53.8% | -32.5% | +12.2% |
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