+8,422.4%
JNJ vs HL
+63.3%
+8,359.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -0.8% |
| 7D | -3.0% | +0.4% | -3.3% | -3.0% |
| 30D | +2.5% | +18.8% | -16.3% | +2.2% |
| 3M | +13.2% | +43.7% | -30.5% | +12.5% |
| 6M | +11.3% | -1.0% | +12.3% | +11.1% |
| YTD | +31.1% | +8.7% | +22.4% | +30.5% |
| 1Y | +54.3% | +105.0% | -50.7% | +51.7% |
| 3Y | +81.1% | +427.3% | -346.1% | +74.2% |
| 5Y | +82.7% | +249.3% | -166.6% | +76.1% |
| 10Y | +196.5% | +284.2% | -87.7% | +180.3% |
| All | +8,422.4% | +63.3% | +8,359.1% | +8,001.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling