+25.6%
HYG vs JCI
+165.4%
-139.7%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.3% | -0.2% |
| 7D | -0.7% | +0.7% | -1.4% | -0.8% |
| 30D | -0.7% | -4.4% | +3.7% | -0.4% |
| 3M | -0.2% | +1.7% | -1.9% | -0.4% |
| 6M | +1.4% | +8.8% | -7.4% | +0.4% |
| YTD | +1.5% | +22.6% | -21.2% | -0.7% |
| 1Y | +2.9% | +36.2% | -33.3% | -0.4% |
| 3Y | +25.6% | +168.0% | -142.4% | +11.8% |
| All | +25.6% | +165.4% | -139.7% | +11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling