+168.9%
JCI vs ALHC
-29.3%
+198.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.0% |
| 7D | +5.1% | -1.0% | +6.1% | +5.2% |
| 30D | -3.8% | -6.3% | +2.5% | -3.5% |
| 3M | +1.9% | -12.3% | +14.2% | +1.9% |
| 6M | +11.2% | -27.0% | +38.2% | +12.2% |
| YTD | +22.9% | -31.8% | +54.8% | +24.4% |
| 1Y | +37.4% | -17.0% | +54.4% | +36.8% |
| 3Y | +167.8% | +159.8% | +8.0% | +134.5% |
| 5Y | +115.0% | -25.1% | +140.2% | +101.1% |
| All | +168.9% | -29.3% | +198.2% | +145.7% |
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