+8,714.1%
JNJ vs HST
+1,511.7%
+7,202.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.5% | +1.4% |
| 7D | +1.1% | -2.7% | +3.8% | +1.4% |
| 30D | +6.9% | +10.7% | -3.8% | +5.5% |
| 3M | +8.0% | +6.3% | +1.8% | +7.2% |
| 6M | +24.3% | +19.0% | +5.3% | +21.5% |
| YTD | +35.6% | +47.0% | -11.4% | +29.1% |
| 1Y | +51.1% | +53.4% | -2.4% | +43.0% |
| 3Y | +98.3% | +78.0% | +20.3% | +82.8% |
| 5Y | +94.3% | +71.7% | +22.7% | +77.2% |
| 10Y | +214.9% | +146.2% | +68.8% | +164.4% |
| All | +8,714.1% | +1,511.7% | +7,202.3% | +4,779.5% |
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