+14.7%
JNJ vs PHM
-0.2%
+14.8%
-9.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.3% | -1.2% |
| 7D | +2.7% | -3.2% | +5.9% | +3.1% |
| 30D | +7.4% | -6.4% | +13.8% | +8.3% |
| 3M | +21.2% | +5.5% | +15.7% | +20.5% |
| All | +14.7% | -0.2% | +14.8% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 6mo: compounded portfolio wealth divided by compounded PHM 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…
6mo analysis · Full analysis span regression · 6 months rolling