+160.0%
JCI vs ALHC
-59.7%
+219.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.5% | -5.8% | -0.6% |
| 7D | -5.9% | +3.8% | -9.7% | -6.1% |
| 30D | -10.4% | +1.7% | -12.0% | -10.5% |
| 3M | -6.1% | -44.3% | +38.2% | -3.2% |
| 6M | +1.7% | -57.2% | +58.9% | +5.7% |
| YTD | +18.9% | -61.2% | +80.0% | +23.8% |
| 1Y | +16.1% | -53.2% | +69.3% | +19.2% |
| 3Y | +187.8% | +27.8% | +160.0% | +163.9% |
| 5Y | +103.2% | -65.4% | +168.6% | +97.6% |
| All | +160.0% | -59.7% | +219.7% | +144.5% |
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