+83.4%
JNJ vs HBM
+336.0%
-252.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.5% | +7.3% | -0.3% |
| 7D | -4.3% | -3.7% | -0.6% | -4.3% |
| 30D | +3.0% | -3.7% | +6.7% | +3.0% |
| 3M | +12.2% | +8.0% | +4.2% | +12.2% |
| 6M | +10.5% | +15.8% | -5.3% | +10.1% |
| YTD | +30.8% | +34.4% | -3.6% | +30.2% |
| 1Y | +54.9% | +98.2% | -43.2% | +53.9% |
| 3Y | +80.7% | +476.6% | -395.9% | +75.6% |
| 5Y | +83.4% | +331.1% | -247.7% | +78.4% |
| All | +83.4% | +336.0% | -252.6% | +78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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