+59.1%
HL vs JCI
+2,331.5%
-2,272.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.9% | -4.4% | -2.9% |
| 7D | +1.5% | +3.8% | -2.4% | +0.7% |
| 30D | +25.1% | -5.7% | +30.7% | +26.3% |
| 3M | +22.9% | -1.4% | +24.3% | +23.2% |
| 6M | -4.9% | +4.1% | -9.0% | -5.7% |
| YTD | +7.8% | +21.7% | -13.9% | +3.7% |
| 1Y | +133.9% | +36.1% | +97.7% | +120.5% |
| 3Y | +380.9% | +154.4% | +226.5% | +302.3% |
| 5Y | +230.2% | +112.0% | +118.2% | +183.8% |
| 10Y | +265.6% | +322.2% | -56.7% | +180.9% |
| All | +59.1% | +2,331.5% | -2,272.4% | +21.2% |
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