+52.1%
JNJ vs HDB
-33.5%
+85.7%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.9% | -7.2% | -1.0% |
| 7D | -3.5% | +0.7% | -4.2% | -3.5% |
| 30D | +2.3% | +1.0% | +1.3% | +2.2% |
| 3M | +12.0% | -2.0% | +14.0% | +12.1% |
| 6M | +10.5% | -18.1% | +28.6% | +13.2% |
| YTD | +30.4% | -36.1% | +66.5% | +38.7% |
| 1Y | +52.1% | -34.0% | +86.2% | +61.2% |
| All | +52.1% | -33.5% | +85.7% | +61.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling