+36.2%
JCI vs BHP
+70.6%
-34.4%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.5% | +2.3% |
| 7D | +0.7% | -3.6% | +4.4% | +1.9% |
| 30D | -4.4% | -1.2% | -3.3% | -4.4% |
| 3M | +1.7% | +1.2% | +0.5% | +0.5% |
| 6M | +8.8% | +21.4% | -12.6% | 0.0% |
| YTD | +22.6% | +50.4% | -27.8% | +7.4% |
| 1Y | +36.2% | +67.5% | -31.3% | +15.8% |
| All | +36.2% | +70.6% | -34.4% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 1y: compounded portfolio wealth divided by compounded BHP 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…
1y analysis · Full analysis span regression · 6 months rolling