+219.1%
JNJ vs HWM
+1,278.2%
-1,059.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.4% | -0.4% |
| 7D | +1.5% | +5.0% | -3.5% | +1.0% |
| 30D | +6.3% | +1.5% | +4.8% | +6.0% |
| 3M | +8.5% | -20.3% | +28.8% | +10.7% |
| 6M | +28.0% | -18.0% | +46.0% | +30.0% |
| YTD | +37.7% | +9.5% | +28.2% | +35.4% |
| 1Y | +47.9% | +7.5% | +40.5% | +45.8% |
| 3Y | +107.4% | +355.7% | -248.3% | +69.2% |
| 5Y | +97.7% | +610.2% | -512.5% | +50.4% |
| 10Y | +210.7% | +1,516.8% | -1,306.1% | +106.4% |
| All | +219.1% | +1,278.2% | -1,059.1% | +112.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling