+8,847.8%
JNJ vs HD
+35,014.4%
-26,166.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | +1.5% | -1.2% | +2.6% | +1.7% |
| 30D | +6.3% | +20.9% | -14.6% | +1.8% |
| 3M | +8.5% | -0.2% | +8.6% | +8.3% |
| 6M | +28.0% | +14.5% | +13.5% | +23.7% |
| YTD | +37.7% | +4.3% | +33.4% | +35.5% |
| 1Y | +47.9% | -3.5% | +51.4% | +48.0% |
| 3Y | +107.4% | +30.1% | +77.3% | +92.2% |
| 5Y | +97.7% | +8.5% | +89.3% | +88.3% |
| 10Y | +210.7% | +245.3% | -34.6% | +124.0% |
| All | +8,847.8% | +35,014.4% | -26,166.7% | +1,217.1% |
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