+8,682.5%
JNJ vs HST
+1,330.6%
+7,351.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | +2.7% | -1.0% | +3.7% | +2.8% |
| 30D | +7.4% | -12.3% | +19.6% | +9.0% |
| 3M | +21.2% | -6.4% | +27.6% | +22.1% |
| 6M | +13.4% | +15.0% | -1.6% | +11.3% |
| YTD | +35.1% | +30.5% | +4.6% | +30.5% |
| 1Y | +57.4% | +35.7% | +21.8% | +51.2% |
| 3Y | +86.8% | +68.4% | +18.4% | +73.3% |
| 5Y | +80.8% | +73.1% | +7.7% | +64.5% |
| 10Y | +202.7% | +92.7% | +110.0% | +161.9% |
| All | +8,682.5% | +1,330.6% | +7,351.8% | +4,834.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling