+213.2%
JNJ vs HWM
+1,494.1%
-1,280.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.7% | -1.1% |
| 7D | +2.7% | -2.1% | +4.8% | +2.9% |
| 30D | +7.4% | -11.0% | +18.4% | +8.6% |
| 3M | +21.2% | +4.0% | +17.2% | +20.5% |
| 6M | +13.4% | -0.2% | +13.6% | +13.1% |
| YTD | +35.1% | +26.7% | +8.5% | +31.3% |
| 1Y | +57.4% | +44.7% | +12.7% | +50.7% |
| 3Y | +86.8% | +426.1% | -339.3% | +50.4% |
| 5Y | +80.8% | +738.5% | -657.7% | +35.2% |
| All | +213.2% | +1,494.1% | -1,280.9% | +105.5% |
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