+77.8%
JNJ vs HIG
+101.1%
-23.3%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -3.5% | -1.5% | -2.1% | -3.1% |
| 30D | +2.3% | -0.4% | +2.7% | +2.4% |
| 3M | +12.0% | +6.7% | +5.3% | +10.1% |
| 6M | +10.5% | +2.0% | +8.5% | +9.7% |
| YTD | +30.4% | +0.3% | +30.1% | +29.9% |
| 1Y | +52.1% | +4.2% | +47.9% | +49.9% |
| 3Y | +77.8% | +102.2% | -24.4% | +43.9% |
| All | +77.8% | +101.1% | -23.3% | +43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 3y: compounded portfolio wealth divided by compounded HIG 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…
3y analysis · Full analysis span regression · 6 months rolling