+97.7%
JNJ vs HDB
-22.2%
+119.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | +1.5% | +6.9% | -5.5% | +0.8% |
| 30D | +6.3% | +15.2% | -8.9% | +4.7% |
| 3M | +8.5% | +11.7% | -3.3% | +7.1% |
| 6M | +28.0% | +7.5% | +20.5% | +26.7% |
| YTD | +37.7% | -28.8% | +66.5% | +42.4% |
| 1Y | +47.9% | -29.1% | +77.0% | +53.0% |
| 3Y | +107.4% | -7.0% | +114.4% | +107.7% |
| 5Y | +97.7% | -22.1% | +119.8% | +102.2% |
| All | +97.7% | -22.2% | +119.9% | +102.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling