+550.6%
ROKU vs HDB
+2.9%
+547.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -1.0% |
| 7D | -3.0% | -4.9% | +1.8% | -1.5% |
| 30D | +0.7% | -5.8% | +6.5% | +2.6% |
| 3M | +26.5% | -5.2% | +31.7% | +28.1% |
| 6M | +52.6% | -25.7% | +78.3% | +66.7% |
| YTD | +40.9% | -39.6% | +80.5% | +64.1% |
| 1Y | +57.6% | -36.9% | +94.6% | +80.5% |
| 3Y | +83.2% | -29.7% | +112.9% | +98.8% |
| 5Y | -54.8% | -37.8% | -17.1% | -50.4% |
| All | +550.6% | +2.9% | +547.8% | +552.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling