+83.4%
JNJ vs HPE
+333.5%
-250.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.2% | +6.0% | -0.4% |
| 7D | -4.3% | +1.4% | -5.8% | -4.3% |
| 30D | +3.0% | +1.5% | +1.5% | +3.1% |
| 3M | +12.2% | +21.7% | -9.5% | +12.9% |
| 6M | +10.5% | +164.2% | -153.7% | +11.7% |
| YTD | +30.8% | +132.1% | -101.3% | +32.1% |
| 1Y | +54.9% | +130.6% | -75.7% | +56.5% |
| 3Y | +80.7% | +244.1% | -163.5% | +79.8% |
| 5Y | +83.4% | +340.8% | -257.4% | +79.5% |
| All | +83.4% | +333.5% | -250.1% | +79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HPE.
Daily Out/Under-Performance
Portfolio return minus HPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPE 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 HPE 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