+171.0%
JNJ vs HUT
+246.0%
-75.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +1.1% |
| 7D | +4.1% | +34.9% | -30.8% | +4.0% |
| 30D | +14.0% | -25.9% | +39.9% | +14.1% |
| 3M | +9.2% | -31.7% | +40.9% | +9.3% |
| 6M | +27.8% | -42.2% | +70.0% | +27.9% |
| YTD | +39.2% | +34.9% | +4.3% | +38.3% |
| 1Y | +49.1% | +48.5% | +0.6% | +48.0% |
| 3Y | +109.7% | +471.2% | -361.5% | +102.4% |
| 5Y | +97.6% | -18.9% | +116.4% | +93.7% |
| All | +171.0% | +246.0% | -75.0% | +137.4% |
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