+36.1%
JCI vs DHI
-16.9%
+53.0%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.1% | +2.1% |
| 7D | +3.8% | -3.1% | +7.0% | +4.3% |
| 30D | -5.7% | -5.5% | -0.2% | -4.9% |
| 3M | -1.4% | -2.2% | +0.8% | -1.3% |
| 6M | +4.1% | -6.0% | +10.1% | +3.7% |
| YTD | +21.7% | 0.0% | +21.8% | +20.6% |
| 1Y | +36.1% | -18.2% | +54.4% | +35.7% |
| All | +36.1% | -16.9% | +53.0% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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