+968.9%
HWM vs ROKU
+915.9%
+53.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.5% |
| 7D | +3.4% | +3.5% | -0.1% | +3.1% |
| 30D | -7.5% | +5.1% | -12.6% | -8.0% |
| 3M | -28.9% | +7.0% | -35.8% | -29.3% |
| 6M | -19.6% | +25.4% | -45.0% | -21.5% |
| YTD | +0.6% | +48.0% | -47.4% | -3.6% |
| 1Y | +0.3% | +53.1% | -52.8% | -4.2% |
| 3Y | +326.1% | +92.7% | +233.4% | +288.6% |
| 5Y | +525.2% | -42.4% | +567.6% | +488.1% |
| All | +968.9% | +915.9% | +53.0% | +764.0% |
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 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