+192.5%
JNJ vs HLT
+590.2%
-397.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -3.5% | -1.6% | -1.9% | -3.3% |
| 30D | +2.3% | -5.0% | +7.3% | +2.9% |
| 3M | +12.0% | -10.4% | +22.4% | +13.4% |
| 6M | +10.5% | +3.2% | +7.2% | +9.9% |
| YTD | +30.4% | +6.7% | +23.7% | +29.0% |
| 1Y | +52.1% | +10.3% | +41.9% | +49.9% |
| 3Y | +77.8% | +99.3% | -21.5% | +60.7% |
| 5Y | +82.9% | +143.7% | -60.8% | +57.9% |
| All | +192.5% | +590.2% | -397.7% | +120.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 10y: compounded portfolio wealth divided by compounded HLT 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…
10y analysis · Full analysis span regression · 6 months rolling