+8,682.5%
JNJ vs HAS
+3,598.5%
+5,084.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.1% |
| 7D | +2.7% | -1.8% | +4.5% | +2.9% |
| 30D | +7.4% | +2.3% | +5.1% | +7.0% |
| 3M | +21.2% | +10.4% | +10.9% | +19.3% |
| 6M | +13.4% | -3.2% | +16.6% | +13.5% |
| YTD | +35.1% | +15.4% | +19.7% | +31.7% |
| 1Y | +57.4% | +18.8% | +38.6% | +52.6% |
| 3Y | +86.8% | +43.9% | +42.8% | +73.4% |
| 5Y | +80.8% | +13.9% | +66.9% | +71.3% |
| 10Y | +202.7% | +56.4% | +146.3% | +162.7% |
| All | +8,682.5% | +3,598.5% | +5,084.0% | +3,846.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling