+83.4%
JNJ vs HAL
+102.8%
-19.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | -0.2% |
| 7D | -4.3% | -3.3% | -1.1% | -4.3% |
| 30D | +3.0% | +7.2% | -4.2% | +2.9% |
| 3M | +12.2% | -8.8% | +21.0% | +12.5% |
| 6M | +10.5% | +3.0% | +7.5% | +10.3% |
| YTD | +30.8% | +29.4% | +1.4% | +29.7% |
| 1Y | +54.9% | +62.8% | -7.9% | +52.5% |
| 3Y | +80.7% | -6.4% | +87.1% | +79.8% |
| 5Y | +83.4% | +103.6% | -20.2% | +77.8% |
| All | +83.4% | +102.8% | -19.4% | +77.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 HAL 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