+73.9%
HST vs ROKU
-54.3%
+128.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.4% | +0.1% |
| 7D | -0.3% | -3.0% | +2.7% | +0.2% |
| 30D | -2.8% | +0.7% | -3.5% | -2.9% |
| 3M | -6.5% | +26.5% | -32.9% | -10.7% |
| 6M | +20.7% | +52.6% | -31.9% | +11.1% |
| YTD | +30.5% | +40.9% | -10.5% | +21.3% |
| 1Y | +36.8% | +57.6% | -20.9% | +24.2% |
| 3Y | +65.9% | +83.2% | -17.3% | +38.7% |
| 5Y | +73.9% | -54.8% | +128.7% | +50.3% |
| All | +73.9% | -54.3% | +128.2% | +50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling