+51.2%
JNJ vs HCA
+11.2%
+40.0%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +10.3% | -6.5% | +1.8% |
| 7D | +1.9% | +10.2% | -8.3% | 0.0% |
| 30D | +9.2% | +17.4% | -8.2% | +6.0% |
| 3M | +8.9% | +27.7% | -18.8% | +4.0% |
| 6M | +24.6% | +20.0% | +4.6% | +19.5% |
| YTD | +35.7% | +10.0% | +25.7% | +32.5% |
| 1Y | +51.2% | +9.0% | +42.2% | +46.7% |
| All | +51.2% | +11.2% | +40.0% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 1y: compounded portfolio wealth divided by compounded HCA 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…
1y analysis · Full analysis span regression · 6 months rolling