+228.7%
HL vs JCI
+111.7%
+116.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.4% | -2.3% |
| 7D | -4.4% | +0.7% | -5.1% | -4.7% |
| 30D | +9.3% | -4.4% | +13.7% | +11.6% |
| 3M | +32.0% | +1.7% | +30.3% | +30.2% |
| 6M | -6.4% | +8.8% | -15.2% | -10.9% |
| YTD | +3.1% | +22.6% | -19.5% | -7.7% |
| 1Y | +77.6% | +36.2% | +41.3% | +50.8% |
| 3Y | +392.8% | +168.0% | +224.8% | +181.3% |
| All | +228.7% | +111.7% | +116.9% | +76.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling