+18.3%
HYG vs ROKU
-52.4%
+70.7%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.6% | -0.1% |
| 7D | -0.7% | -0.4% | -0.3% | -0.7% |
| 30D | -0.7% | +2.1% | -2.8% | -0.8% |
| 3M | -0.2% | +29.5% | -29.7% | -1.7% |
| 6M | +1.4% | +53.8% | -52.4% | -1.1% |
| YTD | +1.5% | +42.8% | -41.4% | -0.8% |
| 1Y | +2.9% | +60.7% | -57.8% | -0.2% |
| 3Y | +25.6% | +83.9% | -58.2% | +18.5% |
| All | +18.3% | -52.4% | +70.7% | +11.3% |
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