-27.2%
JHX vs ROKU
-52.4%
+25.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.9% |
| 7D | -6.3% | -0.4% | -5.9% | -6.2% |
| 30D | -7.7% | +2.1% | -9.8% | -8.1% |
| 3M | +19.2% | +29.5% | -10.3% | +13.3% |
| 6M | +38.3% | +53.8% | -15.5% | +27.5% |
| YTD | +37.2% | +42.8% | -5.6% | +27.8% |
| 1Y | +42.3% | +60.7% | -18.5% | +29.3% |
| 3Y | -4.4% | +83.9% | -88.3% | -19.9% |
| All | -27.2% | -52.4% | +25.3% | -35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling