+55.5%
JNJ vs HST
+38.1%
+17.4%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | -0.8% | +2.0% | -2.8% | -0.8% |
| 30D | +4.3% | -5.2% | +9.6% | +4.5% |
| 3M | +16.5% | -6.2% | +22.7% | +16.9% |
| 6M | +13.1% | +20.4% | -7.3% | +13.2% |
| YTD | +32.1% | +30.6% | +1.5% | +31.2% |
| All | +55.5% | +38.1% | +17.4% | +54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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