+768.7%
HBAN vs JCI
+2,331.2%
-1,562.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.4% |
| 7D | -1.5% | +4.1% | -5.6% | -2.8% |
| 30D | -5.5% | -3.8% | -1.7% | -4.3% |
| 3M | -0.2% | -1.6% | +1.4% | -0.1% |
| 6M | +5.2% | +9.5% | -4.4% | +1.2% |
| YTD | -2.3% | +21.7% | -24.0% | -9.5% |
| 1Y | -2.2% | +37.1% | -39.3% | -13.2% |
| 3Y | +73.8% | +165.2% | -91.3% | +22.9% |
| 5Y | +35.2% | +110.3% | -75.1% | +2.7% |
| 10Y | +155.4% | +341.0% | -185.6% | +55.2% |
| All | +768.7% | +2,331.2% | -1,562.5% | +215.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 JCI 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