+8,682.5%
JNJ vs HD
+31,989.9%
-23,307.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.1% | -1.4% |
| 7D | +2.7% | -2.1% | +4.7% | +3.1% |
| 30D | +7.4% | -8.4% | +15.8% | +9.5% |
| 3M | +21.2% | +4.3% | +16.9% | +19.8% |
| 6M | +13.4% | -11.1% | +24.5% | +16.0% |
| YTD | +35.1% | -4.7% | +39.8% | +35.9% |
| 1Y | +57.4% | -19.8% | +77.2% | +64.3% |
| 3Y | +86.8% | +4.1% | +82.7% | +82.2% |
| 5Y | +80.8% | +10.3% | +70.5% | +71.6% |
| 10Y | +202.7% | +203.2% | -0.4% | +124.9% |
| All | +8,682.5% | +31,989.9% | -23,307.4% | +1,220.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling