+2,221.0%
JCI vs BHP
+6,941.2%
-4,720.2%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -1.8% |
| 7D | +3.2% | -0.5% | +3.7% | +3.4% |
| 30D | -8.6% | -4.5% | -4.1% | -7.1% |
| 3M | -7.7% | -6.9% | -0.9% | -5.6% |
| 6M | -2.6% | -10.6% | +8.0% | +0.7% |
| YTD | +17.4% | +37.2% | -19.8% | +4.1% |
| 1Y | +16.9% | +48.0% | -31.1% | +1.0% |
| 3Y | +186.7% | +52.6% | +134.2% | +140.9% |
| 5Y | +95.4% | +116.5% | -21.1% | +41.7% |
| 10Y | +292.7% | +334.9% | -42.2% | +115.0% |
| All | +2,221.0% | +6,941.2% | -4,720.2% | +314.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling