+208.3%
JNJ vs HAS
+102.6%
+105.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.6% |
| 7D | +5.5% | +3.3% | +2.2% | +5.1% |
| 30D | +7.4% | +30.5% | -23.1% | +3.9% |
| 3M | +7.8% | +29.9% | -22.1% | +4.2% |
| 6M | +28.2% | +26.5% | +1.7% | +24.2% |
| YTD | +37.9% | +51.9% | -14.1% | +30.1% |
| 1Y | +52.4% | +60.9% | -8.5% | +42.8% |
| 3Y | +107.7% | +215.0% | -107.3% | +75.3% |
| 5Y | +96.5% | +51.5% | +45.0% | +82.4% |
| 10Y | +208.3% | +102.2% | +106.0% | +164.0% |
| All | +208.3% | +102.6% | +105.7% | +164.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 10y: compounded portfolio wealth divided by compounded HAS 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…
10y analysis · Full analysis span regression · 6 months rolling