+12.1%
JNJ vs HL
+3.2%
+8.9%
-9.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.2% | -2.2% |
| 7D | -0.8% | +7.1% | -7.8% | -0.6% |
| 30D | +4.3% | +21.4% | -17.1% | +4.6% |
| 3M | +16.5% | +37.4% | -20.9% | +17.1% |
| All | +12.1% | +3.2% | +8.9% | +14.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling