+221.6%
JNJ vs HDB
+63.5%
+158.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | +3.5% | +2.7% | +0.7% | +3.0% |
| 30D | +12.5% | +14.1% | -1.6% | +10.0% |
| 3M | +9.6% | +11.8% | -2.2% | +7.4% |
| 6M | +25.3% | +8.2% | +17.2% | +23.2% |
| YTD | +40.3% | -29.3% | +69.6% | +47.9% |
| 1Y | +49.6% | -28.8% | +78.4% | +57.6% |
| 3Y | +110.8% | -7.5% | +118.3% | +109.8% |
| 5Y | +99.1% | -23.1% | +122.2% | +102.3% |
| All | +221.6% | +63.5% | +158.1% | +182.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 10y: compounded portfolio wealth divided by compounded HDB 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…
10y analysis · Full analysis span regression · 6 months rolling