+51.2%
JNJ vs HRB
+16.9%
+34.3%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.4% | -0.6% | +3.8% |
| 7D | +1.9% | +16.0% | -14.1% | +1.9% |
| 30D | +9.2% | +32.1% | -22.8% | +9.4% |
| 3M | +8.9% | +21.5% | -12.6% | +9.1% |
| 6M | +24.6% | +82.1% | -57.5% | +28.3% |
| YTD | +35.7% | +31.6% | +4.1% | +33.9% |
| 1Y | +51.2% | +15.9% | +35.3% | +48.0% |
| All | +51.2% | +16.9% | +34.3% | +48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 1y: compounded portfolio wealth divided by compounded HRB 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…
1y analysis · Full analysis span regression · 6 months rolling