+80.0%
JNJ vs THC
+248.0%
-167.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | 0.0% | -2.1% |
| 7D | -0.8% | -2.6% | +1.8% | -0.6% |
| 30D | +4.3% | -1.2% | +5.5% | +4.4% |
| 3M | +16.5% | +58.9% | -42.4% | +13.7% |
| 6M | +13.1% | +9.3% | +3.8% | +12.3% |
| YTD | +32.1% | +30.4% | +1.8% | +30.0% |
| 1Y | +54.5% | +34.6% | +19.9% | +51.6% |
| 3Y | +82.5% | +246.7% | -164.1% | +69.2% |
| 5Y | +80.0% | +244.5% | -164.5% | +66.0% |
| All | +80.0% | +248.0% | -167.9% | +66.0% |
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