+60.2%
ROKU vs HDB
-34.6%
+94.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | -1.3% | +0.4% | -1.8% | -1.4% |
| 30D | +5.9% | -2.8% | +8.7% | +6.4% |
| 3M | +23.9% | -3.5% | +27.4% | +24.0% |
| 6M | +59.6% | -24.7% | +84.3% | +58.8% |
| YTD | +43.4% | -36.6% | +80.0% | +38.8% |
| 1Y | +60.2% | -34.4% | +94.5% | +52.2% |
| All | +60.2% | -34.6% | +94.8% | +52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 1y: compounded portfolio wealth divided by compounded HDB 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…
1y analysis · Full analysis span regression · 6 months rolling