+80.0%
JNJ vs HST
+72.4%
+7.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | -0.8% | +2.0% | -2.8% | -0.9% |
| 30D | +4.3% | -5.2% | +9.6% | +4.6% |
| 3M | +16.5% | -6.2% | +22.7% | +16.9% |
| 6M | +13.1% | +20.4% | -7.3% | +12.0% |
| YTD | +32.1% | +30.6% | +1.5% | +30.1% |
| 1Y | +54.5% | +37.4% | +17.1% | +51.7% |
| 3Y | +82.5% | +66.1% | +16.4% | +77.3% |
| 5Y | +80.0% | +73.7% | +6.3% | +75.9% |
| All | +80.0% | +72.4% | +7.6% | +75.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling