+2,367.7%
JNJ vs HIG
+987.6%
+1,380.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.4% | -0.8% |
| 7D | -3.0% | -0.5% | -2.5% | -2.9% |
| 30D | +2.5% | -2.8% | +5.3% | +2.8% |
| 3M | +13.2% | +6.3% | +6.9% | +12.5% |
| 6M | +11.3% | -0.1% | +11.4% | +11.3% |
| YTD | +31.1% | +0.4% | +30.7% | +31.0% |
| 1Y | +54.3% | +6.2% | +48.1% | +53.2% |
| 3Y | +81.1% | +101.6% | -20.5% | +67.6% |
| 5Y | +82.7% | +119.8% | -37.1% | +66.8% |
| 10Y | +196.5% | +311.7% | -115.3% | +148.0% |
| All | +2,367.7% | +987.6% | +1,380.1% | +1,079.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling