+99.6%
JNJ vs THC
+262.3%
-162.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.0% | +0.1% | +2.0% |
| 7D | +4.3% | +7.5% | -3.2% | +3.8% |
| 30D | +7.9% | +9.6% | -1.7% | +7.3% |
| 3M | +9.4% | +10.3% | -0.9% | +8.7% |
| 6M | +28.8% | +51.8% | -23.0% | +25.8% |
| YTD | +38.5% | +45.4% | -6.9% | +35.3% |
| 1Y | +54.6% | +40.8% | +13.8% | +51.2% |
| 3Y | +108.4% | +448.8% | -340.4% | +88.3% |
| 5Y | +99.6% | +263.4% | -163.8% | +83.2% |
| All | +99.6% | +262.3% | -162.7% | +83.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling