+203.9%
JNJ vs HWM
+1,330.2%
-1,126.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.2% | -0.8% |
| 7D | -3.0% | -8.0% | +5.1% | -2.2% |
| 30D | +2.5% | -18.0% | +20.5% | +4.5% |
| 3M | +13.2% | -9.5% | +22.7% | +14.2% |
| 6M | +11.3% | -8.4% | +19.7% | +11.9% |
| YTD | +31.1% | +13.6% | +17.5% | +28.8% |
| 1Y | +54.3% | +30.2% | +24.1% | +49.2% |
| 3Y | +81.1% | +392.2% | -311.1% | +46.6% |
| 5Y | +82.7% | +645.2% | -562.5% | +38.3% |
| All | +203.9% | +1,330.2% | -1,126.3% | +101.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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