+741.0%
JNJ vs HBM
+456.2%
+284.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +0.8% |
| 7D | +3.5% | +2.2% | +1.2% | +3.3% |
| 30D | +12.5% | -11.8% | +24.3% | +13.1% |
| 3M | +9.6% | -19.2% | +28.8% | +10.4% |
| 6M | +25.3% | -22.9% | +48.2% | +26.1% |
| YTD | +40.3% | +7.8% | +32.5% | +38.3% |
| 1Y | +49.6% | +34.9% | +14.7% | +45.8% |
| 3Y | +110.8% | +422.2% | -311.4% | +87.9% |
| 5Y | +99.1% | +192.8% | -93.7% | +80.2% |
| 10Y | +216.6% | +281.1% | -64.6% | +163.0% |
| All | +741.0% | +456.2% | +284.9% | +545.8% |
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