+645.2%
HWM vs ROKU
-54.3%
+699.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.0% | +0.7% |
| 7D | -8.0% | -3.0% | -5.0% | -7.7% |
| 30D | -18.0% | +0.7% | -18.7% | -18.1% |
| 3M | -9.5% | +26.5% | -36.0% | -12.6% |
| 6M | -8.4% | +52.6% | -61.0% | -13.9% |
| YTD | +13.6% | +40.9% | -27.3% | +7.6% |
| 1Y | +30.2% | +57.6% | -27.4% | +21.2% |
| 3Y | +392.2% | +83.2% | +309.0% | +328.0% |
| 5Y | +645.2% | -54.8% | +700.0% | +568.0% |
| All | +645.2% | -54.3% | +699.5% | +568.0% |
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