-52.0%
ROKU vs HBM
+327.6%
-379.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | -0.4% | -3.3% | +2.9% | +0.4% |
| 30D | +2.1% | -4.8% | +6.9% | +3.0% |
| 3M | +29.5% | -0.4% | +29.9% | +27.5% |
| 6M | +53.8% | +17.9% | +35.9% | +41.1% |
| YTD | +42.8% | +33.7% | +9.1% | +24.2% |
| 1Y | +60.7% | +95.6% | -34.9% | +21.5% |
| 3Y | +83.9% | +458.1% | -374.2% | -3.9% |
| All | -52.0% | +327.6% | -379.6% | -71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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