+163.1%
JNJ vs HUT
+422.3%
-259.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.2% | -7.3% | -1.2% |
| 7D | +2.7% | +17.8% | -15.1% | +2.6% |
| 30D | +7.4% | +0.8% | +6.5% | +7.4% |
| 3M | +21.2% | -26.8% | +48.0% | +21.4% |
| 6M | +13.4% | +72.6% | -59.2% | +12.8% |
| YTD | +35.1% | +103.6% | -68.5% | +34.2% |
| 1Y | +57.4% | +265.3% | -207.8% | +55.3% |
| 3Y | +86.8% | +689.4% | -602.6% | +80.3% |
| 5Y | +80.8% | +75.3% | +5.5% | +75.7% |
| All | +163.1% | +422.3% | -259.2% | +130.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling