+1,082.9%
HWM vs ROKU
+875.4%
+207.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.1% |
| 7D | -12.5% | -2.6% | -9.9% | -12.3% |
| 30D | -19.0% | +2.1% | -21.1% | -19.2% |
| 3M | -8.6% | +31.8% | -40.4% | -11.1% |
| 6M | -10.2% | +53.3% | -63.4% | -14.0% |
| YTD | +11.3% | +42.1% | -30.7% | +7.1% |
| 1Y | +24.3% | +62.3% | -38.1% | +18.0% |
| 3Y | +382.3% | +84.6% | +297.6% | +339.5% |
| 5Y | +640.6% | -53.1% | +693.7% | +605.4% |
| All | +1,082.9% | +875.4% | +207.5% | +859.9% |
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