+597.4%
JNJ vs HCA
+1,721.2%
-1,123.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.9% | -5.7% | -1.5% |
| 7D | -3.0% | +4.9% | -7.9% | -3.7% |
| 30D | +2.5% | +1.9% | +0.6% | +2.2% |
| 3M | +13.2% | +12.7% | +0.5% | +11.0% |
| 6M | +11.3% | -22.3% | +33.6% | +15.2% |
| YTD | +31.1% | -9.3% | +40.5% | +32.5% |
| 1Y | +54.3% | +2.7% | +51.6% | +52.8% |
| 3Y | +81.1% | +57.8% | +23.3% | +66.7% |
| 5Y | +82.7% | +70.3% | +12.4% | +63.8% |
| 10Y | +196.5% | +499.7% | -303.2% | +117.4% |
| All | +597.4% | +1,721.2% | -1,123.8% | +331.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling