+84.2%
JNJ vs DHI
+61.2%
+23.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.4% |
| 7D | -3.5% | -3.4% | -0.1% | -3.2% |
| 30D | +2.3% | -5.4% | +7.7% | +2.8% |
| 3M | +12.0% | -10.4% | +22.4% | +12.9% |
| 6M | +10.5% | -2.8% | +13.2% | +10.4% |
| YTD | +30.4% | -3.4% | +33.8% | +30.3% |
| 1Y | +52.1% | -22.9% | +75.0% | +55.0% |
| 3Y | +77.8% | +20.7% | +57.1% | +72.4% |
| All | +84.2% | +61.2% | +23.0% | +67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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