+221.6%
JNJ vs THC
+1,813.2%
-1,591.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.8% |
| 7D | +3.5% | +1.0% | +2.5% | +3.4% |
| 30D | +12.5% | +5.3% | +7.2% | +12.1% |
| 3M | +9.6% | +7.1% | +2.5% | +9.0% |
| 6M | +25.3% | +46.0% | -20.7% | +22.0% |
| YTD | +40.3% | +43.9% | -3.6% | +36.4% |
| 1Y | +49.6% | +45.4% | +4.2% | +45.3% |
| 3Y | +110.8% | +421.3% | -310.5% | +85.8% |
| 5Y | +99.1% | +261.5% | -162.3% | +77.0% |
| All | +221.6% | +1,813.2% | -1,591.6% | +145.7% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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