+8,682.5%
JNJ vs HAL
+597.8%
+8,084.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.6% | -1.1% |
| 7D | +2.7% | +2.9% | -0.3% | +2.4% |
| 30D | +7.4% | +17.0% | -9.7% | +5.5% |
| 3M | +21.2% | -9.7% | +30.9% | +22.3% |
| 6M | +13.4% | +8.6% | +4.8% | +12.0% |
| YTD | +35.1% | +33.0% | +2.1% | +30.4% |
| 1Y | +57.4% | +68.3% | -10.9% | +47.8% |
| 3Y | +86.8% | +0.1% | +86.7% | +83.1% |
| 5Y | +80.8% | +102.6% | -21.8% | +59.6% |
| 10Y | +202.7% | +3.8% | +198.9% | +167.6% |
| All | +8,682.5% | +597.8% | +8,084.7% | +5,019.3% |
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