+110.3%
JCI vs BHP
+126.1%
-15.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.2% |
| 3M | -1.6% | +11.3% | -12.9% | -5.4% |
| 6M | +9.5% | +29.3% | -19.8% | 0.0% |
| YTD | +21.7% | +59.2% | -37.5% | +3.8% |
| 1Y | +37.1% | +80.8% | -43.7% | +12.1% |
| 3Y | +165.2% | +88.0% | +77.2% | +109.1% |
| 5Y | +110.3% | +126.6% | -16.4% | +63.1% |
| All | +110.3% | +126.1% | -15.8% | +63.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling