+97.7%
JNJ vs HWM
+603.8%
-506.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.4% | -0.2% |
| 7D | +1.5% | +5.0% | -3.5% | +1.3% |
| 30D | +6.3% | +1.5% | +4.8% | +6.2% |
| 3M | +8.5% | -20.3% | +28.8% | +9.1% |
| 6M | +28.0% | -18.0% | +46.0% | +28.6% |
| YTD | +37.7% | +9.5% | +28.2% | +37.3% |
| 1Y | +47.9% | +7.5% | +40.5% | +47.6% |
| 3Y | +107.4% | +355.7% | -248.3% | +88.0% |
| 5Y | +97.7% | +610.2% | -512.5% | +73.1% |
| All | +97.7% | +603.8% | -506.1% | +73.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling