+154.6%
JNJ vs HUT
+405.9%
-251.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.5% | +5.3% | -0.3% |
| 7D | -4.3% | +2.8% | -7.2% | -4.4% |
| 30D | +3.0% | +2.1% | +1.0% | +3.0% |
| 3M | +12.2% | -14.3% | +26.5% | +12.2% |
| 6M | +10.5% | +84.2% | -73.8% | +9.8% |
| YTD | +30.8% | +97.2% | -66.4% | +29.9% |
| 1Y | +54.9% | +192.7% | -137.8% | +53.1% |
| 3Y | +80.7% | +712.6% | -631.9% | +74.2% |
| 5Y | +83.4% | +85.5% | -2.0% | +78.0% |
| All | +154.6% | +405.9% | -251.3% | +122.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 10y: compounded portfolio wealth divided by compounded HUT 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…
10y analysis · Full analysis span regression · 6 months rolling