+138.4%
HLT vs JCI
+111.7%
+26.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.3% | -0.9% |
| 7D | -1.6% | +0.7% | -2.3% | -1.9% |
| 30D | -5.0% | -4.4% | -0.6% | -3.4% |
| 3M | -10.4% | +1.7% | -12.1% | -11.6% |
| 6M | +3.2% | +8.8% | -5.6% | -1.7% |
| YTD | +6.7% | +22.6% | -15.9% | -4.2% |
| 1Y | +10.3% | +36.2% | -25.9% | -6.2% |
| 3Y | +99.3% | +168.0% | -68.7% | +18.8% |
| All | +138.4% | +111.7% | +26.7% | +54.8% |
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