-58.5%
HUBS vs ROKU
+83.2%
-141.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | -9.0% | -0.4% | -8.6% | -8.9% |
| 30D | +7.2% | +2.1% | +5.2% | +6.6% |
| 3M | +20.9% | +29.5% | -8.6% | +12.0% |
| 6M | -13.0% | +53.8% | -66.8% | -23.6% |
| YTD | -43.8% | +42.8% | -86.7% | -49.8% |
| 1Y | -54.6% | +60.7% | -115.4% | -60.9% |
| 3Y | -58.5% | +83.9% | -142.4% | -63.8% |
| All | -58.5% | +83.2% | -141.6% | -63.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling