+84.2%
JNJ vs HCA
+71.9%
+12.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.6% | -0.5% |
| 7D | -3.5% | +5.4% | -8.9% | -4.3% |
| 30D | +2.3% | +3.0% | -0.7% | +1.8% |
| 3M | +12.0% | +13.0% | -1.0% | +9.8% |
| 6M | +10.5% | -20.3% | +30.7% | +13.6% |
| YTD | +30.4% | -8.2% | +38.6% | +31.4% |
| 1Y | +52.1% | +6.7% | +45.4% | +49.7% |
| 3Y | +77.8% | +60.4% | +17.4% | +63.6% |
| All | +84.2% | +71.9% | +12.3% | +63.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling