+95.0%
JNJ vs HST
+71.5%
+23.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.5% | +1.4% |
| 7D | +1.1% | -2.7% | +3.8% | +1.3% |
| 30D | +6.9% | +10.7% | -3.8% | +6.3% |
| 3M | +8.0% | +6.3% | +1.8% | +7.7% |
| 6M | +24.3% | +19.0% | +5.3% | +23.1% |
| YTD | +35.6% | +47.0% | -11.4% | +32.6% |
| 1Y | +51.1% | +53.4% | -2.4% | +47.3% |
| 3Y | +98.3% | +78.0% | +20.3% | +91.6% |
| All | +95.0% | +71.5% | +23.5% | +93.3% |
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 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