+142.0%
HPQ vs ROKU
+880.6%
-738.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.5% | +7.9% | +8.3% |
| 7D | +9.8% | -0.4% | +10.2% | +9.8% |
| 30D | +22.4% | +2.1% | +20.3% | +22.0% |
| 3M | +45.2% | +29.5% | +15.7% | +40.3% |
| 6M | +96.4% | +53.8% | +42.6% | +85.5% |
| YTD | +65.4% | +42.8% | +22.6% | +57.3% |
| 1Y | +31.6% | +60.7% | -29.2% | +23.2% |
| 3Y | +37.0% | +83.9% | -46.9% | +22.2% |
| 5Y | +53.0% | -52.8% | +105.8% | +45.3% |
| All | +142.0% | +880.6% | -738.6% | +89.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling