+8,847.8%
JNJ vs HST
+1,587.7%
+7,260.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.4% | -0.1% |
| 7D | +1.5% | -1.3% | +2.7% | +1.6% |
| 30D | +6.3% | +13.4% | -7.0% | +4.7% |
| 3M | +8.5% | +16.7% | -8.2% | +6.4% |
| 6M | +28.0% | +24.0% | +4.0% | +24.5% |
| YTD | +37.7% | +54.0% | -16.3% | +30.3% |
| 1Y | +47.9% | +55.0% | -7.1% | +39.8% |
| 3Y | +107.4% | +89.3% | +18.0% | +89.8% |
| 5Y | +97.7% | +85.4% | +12.3% | +78.6% |
| 10Y | +210.7% | +137.1% | +73.5% | +162.1% |
| All | +8,847.8% | +1,587.7% | +7,260.1% | +4,826.0% |
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