+80.0%
JNJ vs HAS
+10.2%
+69.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.2% | -2.0% |
| 7D | -0.8% | -3.1% | +2.3% | -0.5% |
| 30D | +4.3% | -2.7% | +7.0% | +4.5% |
| 3M | +16.5% | +8.9% | +7.6% | +15.7% |
| 6M | +13.1% | -2.9% | +16.1% | +13.2% |
| YTD | +32.1% | +12.6% | +19.5% | +30.6% |
| 1Y | +54.5% | +17.5% | +37.0% | +52.1% |
| 3Y | +82.5% | +46.2% | +36.3% | +74.8% |
| 5Y | +80.0% | +12.6% | +67.4% | +77.5% |
| All | +80.0% | +10.2% | +69.8% | +77.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling