+77.8%
JNJ vs HPQ
+36.4%
+41.4%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.4% | -8.7% | -0.5% |
| 7D | -3.5% | +9.8% | -13.3% | -3.7% |
| 30D | +2.3% | +22.4% | -20.0% | +1.9% |
| 3M | +12.0% | +45.2% | -33.2% | +11.4% |
| 6M | +10.5% | +96.4% | -86.0% | +9.7% |
| YTD | +30.4% | +65.4% | -35.0% | +29.8% |
| 1Y | +52.1% | +31.6% | +20.6% | +52.2% |
| 3Y | +77.8% | +37.0% | +40.8% | +73.1% |
| All | +77.8% | +36.4% | +41.4% | +73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HPQ.
Daily Out/Under-Performance
Portfolio return minus HPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPQ 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 3y: compounded portfolio wealth divided by compounded HPQ 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…
3y analysis · Full analysis span regression · 6 months rolling