+692.1%
JNJ vs HBM
+654.4%
+37.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.8% | -8.0% | -2.5% |
| 7D | -0.8% | +7.4% | -8.1% | -1.1% |
| 30D | +4.3% | +5.1% | -0.7% | +4.0% |
| 3M | +16.5% | +11.1% | +5.4% | +15.6% |
| 6M | +13.1% | +30.2% | -17.1% | +11.0% |
| YTD | +32.1% | +46.2% | -14.1% | +28.6% |
| 1Y | +54.5% | +120.0% | -65.6% | +46.9% |
| 3Y | +82.5% | +527.4% | -444.9% | +61.6% |
| 5Y | +80.0% | +400.4% | -320.4% | +58.3% |
| 10Y | +195.7% | +621.5% | -425.9% | +137.5% |
| All | +692.1% | +654.4% | +37.7% | +500.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling