+8,847.8%
JNJ vs HAS
+4,857.2%
+3,990.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.4% |
| 7D | +1.5% | +2.0% | -0.5% | +1.2% |
| 30D | +6.3% | +30.9% | -24.6% | +2.3% |
| 3M | +8.5% | +28.8% | -20.3% | +4.5% |
| 6M | +28.0% | +32.3% | -4.3% | +22.6% |
| YTD | +37.7% | +54.7% | -17.0% | +28.6% |
| 1Y | +47.9% | +63.2% | -15.3% | +37.1% |
| 3Y | +107.4% | +220.7% | -113.3% | +71.7% |
| 5Y | +97.7% | +53.3% | +44.4% | +79.6% |
| 10Y | +210.7% | +104.2% | +106.4% | +159.5% |
| All | +8,847.8% | +4,857.2% | +3,990.6% | +3,754.2% |
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