+555.8%
ROKU vs HIG
+202.8%
+353.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -2.6% | -2.3% | -0.4% | -2.0% |
| 30D | +2.1% | -1.2% | +3.3% | +2.5% |
| 3M | +31.8% | +6.3% | +25.5% | +29.3% |
| 6M | +53.3% | +0.6% | +52.7% | +52.5% |
| YTD | +42.1% | +0.6% | +41.4% | +41.1% |
| 1Y | +62.3% | +6.1% | +56.2% | +58.4% |
| 3Y | +84.6% | +102.0% | -17.3% | +47.9% |
| 5Y | -53.1% | +119.2% | -172.3% | -63.4% |
| All | +555.8% | +202.8% | +353.1% | +372.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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