+175.0%
HUBS vs ROKU
+880.6%
-705.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.6% |
| 7D | -9.0% | -0.4% | -8.6% | -8.9% |
| 30D | +7.2% | +2.1% | +5.2% | +6.5% |
| 3M | +20.9% | +29.5% | -8.6% | +11.4% |
| 6M | -13.0% | +53.8% | -66.8% | -24.3% |
| YTD | -43.8% | +42.8% | -86.7% | -50.1% |
| 1Y | -54.6% | +60.7% | -115.4% | -61.2% |
| 3Y | -58.5% | +83.9% | -142.4% | -68.5% |
| 5Y | -66.4% | -52.8% | -13.6% | -67.5% |
| All | +175.0% | +880.6% | -705.6% | +94.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling