-41.6%
ROKU vs HAS
+46.2%
-87.8%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.4% |
| 7D | +3.5% | -0.2% | +3.6% | +3.6% |
| 30D | +5.1% | +31.0% | -25.9% | -12.6% |
| 3M | +7.0% | +30.7% | -23.7% | -11.2% |
| 6M | +25.4% | +23.9% | +1.5% | +6.2% |
| YTD | +48.0% | +48.3% | -0.4% | +8.6% |
| 1Y | +53.1% | +60.2% | -7.1% | +5.7% |
| 3Y | +92.7% | +189.2% | -96.5% | -22.4% |
| All | -41.6% | +46.2% | -87.8% | -53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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