+35.7%
HST vs ROKU
+57.7%
-22.1%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.6% |
| 7D | -1.0% | -1.3% | +0.3% | -0.8% |
| 30D | -12.3% | +5.9% | -18.1% | -13.1% |
| 3M | -6.4% | +23.9% | -30.2% | -9.9% |
| 6M | +15.0% | +59.6% | -44.6% | +5.3% |
| YTD | +30.5% | +43.4% | -12.9% | +20.9% |
| 1Y | +35.7% | +60.2% | -24.5% | +22.4% |
| All | +35.7% | +57.7% | -22.1% | +22.4% |
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