+8,422.4%
JNJ vs HPQ
+3,044.5%
+5,377.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.9% | -5.7% | -1.3% |
| 7D | -3.0% | +2.2% | -5.2% | -3.2% |
| 30D | +2.5% | +9.7% | -7.2% | +1.3% |
| 3M | +13.2% | +32.7% | -19.5% | +9.3% |
| 6M | +11.3% | +77.7% | -66.4% | +3.1% |
| YTD | +31.1% | +51.0% | -19.9% | +23.7% |
| 1Y | +54.3% | +18.4% | +35.9% | +49.5% |
| 3Y | +81.1% | +25.6% | +55.6% | +71.7% |
| 5Y | +82.7% | +38.6% | +44.1% | +68.0% |
| 10Y | +196.5% | +226.1% | -29.6% | +138.3% |
| All | +8,422.4% | +3,044.5% | +5,377.9% | +3,728.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling