+192.5%
JNJ vs HRB
+209.1%
-16.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -3.5% | -8.0% | +4.5% | -2.6% |
| 30D | +2.3% | -16.0% | +18.3% | +4.3% |
| 3M | +12.0% | +26.9% | -14.9% | +8.6% |
| 6M | +10.5% | +51.1% | -40.7% | +4.4% |
| YTD | +30.4% | +7.1% | +23.3% | +28.4% |
| 1Y | +52.1% | -9.6% | +61.8% | +53.3% |
| 3Y | +77.8% | +25.4% | +52.4% | +69.5% |
| 5Y | +82.9% | +114.9% | -32.0% | +59.3% |
| All | +192.5% | +209.1% | -16.6% | +137.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling