+8,902.0%
JNJ vs HD
+35,225.3%
-26,323.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.9% | -0.8% | +1.5% |
| 7D | +4.3% | +3.6% | +0.7% | +3.4% |
| 30D | +7.9% | +21.6% | -13.7% | +3.2% |
| 3M | +9.4% | +0.1% | +9.2% | +9.1% |
| 6M | +28.8% | +13.0% | +15.8% | +24.9% |
| YTD | +38.5% | +4.9% | +33.6% | +36.1% |
| 1Y | +54.6% | -2.1% | +56.7% | +54.2% |
| 3Y | +108.4% | +32.6% | +75.8% | +92.3% |
| 5Y | +99.6% | +8.2% | +91.4% | +90.2% |
| 10Y | +207.8% | +257.9% | -50.1% | +120.2% |
| All | +8,902.0% | +35,225.3% | -26,323.3% | +1,223.3% |
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