+49.1%
JNJ vs HUT
+38.0%
+11.2%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +1.2% |
| 7D | +4.1% | +34.9% | -30.8% | +5.3% |
| 30D | +14.0% | -25.9% | +39.9% | +13.2% |
| 3M | +9.2% | -31.7% | +40.9% | +8.3% |
| 6M | +27.8% | -42.2% | +70.0% | +26.6% |
| YTD | +39.2% | +34.9% | +4.3% | +39.1% |
| 1Y | +49.1% | +48.5% | +0.6% | +49.6% |
| All | +49.1% | +38.0% | +11.2% | +49.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling