+166.0%
JCI vs BHP
+81.6%
+84.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | +4.1% | +0.9% | +3.2% | +3.8% |
| 30D | -3.8% | +4.0% | -7.9% | -5.3% |
| 3M | -1.6% | +11.3% | -12.9% | -5.6% |
| 6M | +9.5% | +29.3% | -19.8% | -0.7% |
| YTD | +21.7% | +59.2% | -37.5% | +2.9% |
| 1Y | +37.1% | +80.8% | -43.7% | +10.7% |
| All | +166.0% | +81.6% | +84.4% | +102.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling