+98.8%
JCI vs ALHC
-64.2%
+163.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.9% | +5.6% | +2.9% |
| 7D | -9.4% | +1.0% | -10.4% | -9.5% |
| 30D | -13.4% | -14.2% | +0.7% | -12.7% |
| 3M | -12.4% | -45.1% | +32.8% | -9.5% |
| 6M | -5.1% | -59.5% | +54.4% | -1.0% |
| YTD | +13.7% | -62.8% | +76.6% | +19.0% |
| 1Y | +11.4% | -55.5% | +66.9% | +14.8% |
| 3Y | +175.9% | +25.7% | +150.2% | +150.5% |
| All | +98.8% | -64.2% | +163.0% | +99.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling