+8,422.4%
JNJ vs HRB
+3,081.6%
+5,340.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.9% | -0.5% |
| 7D | -3.0% | -10.6% | +7.7% | -1.2% |
| 30D | +2.5% | -0.8% | +3.3% | +2.3% |
| 3M | +13.2% | +19.1% | -5.8% | +9.6% |
| 6M | +11.3% | +48.7% | -37.4% | +3.0% |
| YTD | +31.1% | +7.1% | +24.0% | +27.6% |
| 1Y | +54.3% | -8.3% | +62.7% | +53.9% |
| 3Y | +81.1% | +25.8% | +55.3% | +69.1% |
| 5Y | +82.7% | +111.1% | -28.4% | +53.0% |
| 10Y | +196.5% | +206.6% | -10.1% | +118.8% |
| All | +8,422.4% | +3,081.6% | +5,340.8% | +2,534.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling