+9,018.1%
JNJ vs HAL
+535.9%
+8,482.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.3% | +0.5% |
| 7D | +3.5% | +6.1% | -2.6% | +2.8% |
| 30D | +12.5% | +2.9% | +9.6% | +12.1% |
| 3M | +9.6% | +3.3% | +6.2% | +9.0% |
| 6M | +25.3% | -16.9% | +42.3% | +27.4% |
| YTD | +40.3% | +21.2% | +19.1% | +36.6% |
| 1Y | +49.6% | +27.5% | +22.1% | +44.8% |
| 3Y | +110.8% | -6.4% | +117.2% | +108.0% |
| 5Y | +99.1% | +58.0% | +41.1% | +80.8% |
| 10Y | +216.6% | -14.6% | +231.2% | +185.9% |
| All | +9,018.1% | +535.9% | +8,482.3% | +5,260.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling