+8,947.0%
JNJ vs HAL
+516.7%
+8,430.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.2% |
| 7D | +4.1% | +2.6% | +1.5% | +3.8% |
| 30D | +14.0% | -0.1% | +14.1% | +14.0% |
| 3M | +9.2% | -1.1% | +10.4% | +9.2% |
| 6M | +27.8% | -20.7% | +48.5% | +30.5% |
| YTD | +39.2% | +17.5% | +21.7% | +35.9% |
| 1Y | +49.1% | +24.1% | +25.0% | +44.7% |
| 3Y | +109.7% | -8.4% | +118.1% | +107.4% |
| 5Y | +97.6% | +53.2% | +44.3% | +80.0% |
| 10Y | +214.1% | -17.2% | +231.3% | +184.6% |
| All | +8,947.0% | +516.7% | +8,430.3% | +5,235.9% |
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