+83.4%
JNJ vs HRB
+109.9%
-26.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | -4.3% | -12.2% | +7.8% | -3.4% |
| 30D | +3.0% | -3.0% | +6.0% | +3.1% |
| 3M | +12.2% | +21.7% | -9.5% | +10.5% |
| 6M | +10.5% | +52.3% | -41.9% | +6.8% |
| YTD | +30.8% | +6.5% | +24.3% | +30.7% |
| 1Y | +54.9% | -6.7% | +61.6% | +57.1% |
| 3Y | +80.7% | +25.1% | +55.5% | +76.7% |
| 5Y | +83.4% | +113.8% | -30.3% | +73.6% |
| All | +83.4% | +109.9% | -26.5% | +73.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling