+55.5%
JHX vs ROKU
+57.7%
-2.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.7% | +4.3% | +3.0% |
| 7D | +1.5% | -1.3% | +2.9% | +1.8% |
| 30D | +7.2% | +5.9% | +1.3% | +5.7% |
| 3M | +29.9% | +23.9% | +6.0% | +23.1% |
| 6M | +35.4% | +59.6% | -24.2% | +21.2% |
| YTD | +46.5% | +43.4% | +3.0% | +32.0% |
| 1Y | +55.5% | +60.2% | -4.6% | +37.3% |
| All | +55.5% | +57.7% | -2.2% | +37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 ROKU 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