+173.2%
JNJ vs HUT
+221.4%
-48.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.1% | +7.9% | +0.8% |
| 7D | +3.5% | +9.3% | -5.9% | +3.4% |
| 30D | +12.5% | -23.1% | +35.6% | +12.6% |
| 3M | +9.6% | -30.6% | +40.2% | +9.6% |
| 6M | +25.3% | -46.9% | +72.2% | +25.5% |
| YTD | +40.3% | +25.3% | +15.0% | +39.4% |
| 1Y | +49.6% | +59.8% | -10.2% | +48.4% |
| 3Y | +110.8% | +467.2% | -356.4% | +103.3% |
| 5Y | +99.1% | -24.6% | +123.8% | +95.2% |
| All | +173.2% | +221.4% | -48.3% | +139.3% |
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