+160.6%
JCI vs ALHC
-61.8%
+222.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.0% | +5.7% | +4.8% |
| 7D | -3.4% | +3.9% | -7.3% | -3.7% |
| 30D | -10.1% | -3.6% | -6.5% | -10.0% |
| 3M | -6.8% | -49.4% | +42.6% | -3.3% |
| 6M | +2.0% | -59.5% | +61.4% | +6.3% |
| YTD | +19.2% | -63.2% | +82.4% | +24.5% |
| 1Y | +16.7% | -55.5% | +72.2% | +20.2% |
| 3Y | +194.3% | +23.0% | +171.3% | +170.4% |
| 5Y | +103.0% | -65.7% | +168.8% | +97.6% |
| All | +160.6% | -61.8% | +222.5% | +146.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 10y: compounded portfolio wealth divided by compounded ALHC 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…
10y analysis · Full analysis span regression · 6 months rolling