+80.0%
JNJ vs HUT
+102.6%
-22.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.4% | -8.6% | -2.2% |
| 7D | -0.8% | +28.3% | -29.0% | -0.5% |
| 30D | +4.3% | +12.3% | -8.0% | +4.5% |
| 3M | +16.5% | -16.8% | +33.3% | +16.6% |
| 6M | +13.1% | +111.4% | -98.2% | +13.8% |
| YTD | +32.1% | +116.6% | -84.4% | +33.0% |
| 1Y | +54.5% | +290.5% | -236.0% | +56.1% |
| 3Y | +82.5% | +792.3% | -709.8% | +83.0% |
| 5Y | +80.0% | +94.1% | -14.1% | +81.0% |
| All | +80.0% | +102.6% | -22.6% | +81.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling