+889.8%
JNJ vs HDB
+3,812.1%
-2,922.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.1% |
| 7D | +2.7% | +0.4% | +2.2% | +2.6% |
| 30D | +7.4% | -2.8% | +10.2% | +7.8% |
| 3M | +21.2% | -3.5% | +24.8% | +21.6% |
| 6M | +13.4% | -24.7% | +38.1% | +17.5% |
| YTD | +35.1% | -36.6% | +71.7% | +43.4% |
| 1Y | +57.4% | -34.4% | +91.8% | +66.1% |
| 3Y | +86.8% | -24.4% | +111.2% | +91.7% |
| 5Y | +80.8% | -35.4% | +116.2% | +87.6% |
| 10Y | +202.7% | +39.5% | +163.2% | +175.0% |
| All | +889.8% | +3,812.1% | -2,922.3% | +572.3% |
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