+100.9%
JNJ vs HAS
+48.2%
+52.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.8% |
| 7D | +3.5% | +1.4% | +2.1% | +3.3% |
| 30D | +12.5% | +26.3% | -13.7% | +10.5% |
| 3M | +9.6% | +25.6% | -16.0% | +7.6% |
| 6M | +25.3% | +30.3% | -4.9% | +22.7% |
| YTD | +40.3% | +50.4% | -10.1% | +35.5% |
| 1Y | +49.6% | +57.7% | -8.1% | +44.0% |
| 3Y | +110.8% | +213.4% | -102.6% | +90.7% |
| All | +100.9% | +48.2% | +52.7% | +96.5% |
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