+112.8%
HL vs JCI
+96.3%
+16.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -0.7% |
| 7D | -11.1% | +3.2% | -14.3% | -12.5% |
| 30D | -12.1% | -8.6% | -3.5% | -8.6% |
| 3M | -26.1% | -7.7% | -18.4% | -23.7% |
| 6M | -37.7% | -2.6% | -35.2% | -37.7% |
| YTD | -31.7% | +17.4% | -49.1% | -37.9% |
| 1Y | -11.6% | +16.9% | -28.6% | -19.5% |
| 3Y | +249.6% | +186.7% | +62.9% | +89.9% |
| All | +112.8% | +96.3% | +16.6% | +18.4% |
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