+123.6%
HOOD vs JNJ
+91.3%
+32.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.8% | -5.1% | -4.1% |
| 7D | -3.8% | +3.5% | -7.2% | -3.2% |
| 30D | -23.0% | +12.5% | -35.5% | -21.2% |
| 3M | -21.6% | +9.6% | -31.2% | -20.0% |
| 6M | +1.4% | +25.3% | -23.9% | +6.9% |
| YTD | -31.2% | +40.3% | -71.5% | -26.0% |
| 1Y | -35.9% | +49.6% | -85.6% | -30.5% |
| 3Y | +836.9% | +110.8% | +726.2% | +943.8% |
| 5Y | +121.1% | +99.1% | +22.0% | +155.6% |
| All | +123.6% | +91.3% | +32.3% | +139.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JNJ.
Daily Out/Under-Performance
Portfolio return minus JNJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JNJ 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 10y: compounded portfolio wealth divided by compounded JNJ 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…
10y analysis · Full analysis span regression · 6 months rolling