+54.9%
JNJ vs HD
-24.3%
+79.3%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.3% | 0.0% |
| 7D | -4.3% | -3.9% | -0.4% | -3.8% |
| 30D | +3.0% | -13.1% | +16.2% | +5.2% |
| 3M | +12.2% | -3.4% | +15.7% | +12.8% |
| 6M | +10.5% | -12.6% | +23.0% | +12.4% |
| YTD | +30.8% | -9.2% | +40.0% | +32.1% |
| 1Y | +54.9% | -23.9% | +78.9% | +61.7% |
| All | +54.9% | -24.3% | +79.3% | +61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HD.
Daily Out/Under-Performance
Portfolio return minus HD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HD 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 HD 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