+927.7%
JNJ vs HDB
+4,259.4%
-3,331.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | +3.5% | +2.7% | +0.7% | +3.1% |
| 30D | +12.5% | +14.1% | -1.6% | +10.4% |
| 3M | +9.6% | +11.8% | -2.2% | +7.7% |
| 6M | +25.3% | +8.2% | +17.2% | +23.5% |
| YTD | +40.3% | -29.3% | +69.6% | +46.4% |
| 1Y | +49.6% | -28.8% | +78.4% | +56.0% |
| 3Y | +110.8% | -7.5% | +118.3% | +110.1% |
| 5Y | +99.1% | -23.1% | +122.2% | +101.5% |
| 10Y | +216.6% | +63.7% | +152.9% | +181.1% |
| All | +927.7% | +4,259.4% | -3,331.7% | +586.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling