+84.2%
JNJ vs HL
+235.2%
-151.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.3% |
| 7D | -3.5% | -4.4% | +0.8% | -3.4% |
| 30D | +2.3% | +9.3% | -7.0% | +2.1% |
| 3M | +12.0% | +32.0% | -20.0% | +11.4% |
| 6M | +10.5% | -6.4% | +16.9% | +10.5% |
| YTD | +30.4% | +3.1% | +27.3% | +29.9% |
| 1Y | +52.1% | +77.6% | -25.4% | +49.4% |
| 3Y | +77.8% | +392.8% | -315.0% | +68.7% |
| All | +84.2% | +235.2% | -151.0% | +73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 HL 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