+78.8%
JNJ vs HST
+65.3%
+13.5%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.6% | -0.7% |
| 7D | -3.0% | -0.3% | -2.6% | -2.9% |
| 30D | +2.5% | -2.8% | +5.3% | +2.7% |
| 3M | +13.2% | -6.5% | +19.7% | +13.7% |
| 6M | +11.3% | +20.7% | -9.4% | +9.9% |
| YTD | +31.1% | +30.5% | +0.7% | +28.6% |
| 1Y | +54.3% | +36.8% | +17.6% | +50.7% |
| All | +78.8% | +65.3% | +13.5% | +70.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling