+168.0%
JCI vs DHI
+21.1%
+146.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +1.9% |
| 7D | +0.7% | -3.4% | +4.1% | +1.3% |
| 30D | -4.4% | -5.4% | +1.0% | -3.6% |
| 3M | +1.7% | -10.4% | +12.1% | +3.4% |
| 6M | +8.8% | -2.8% | +11.6% | +8.7% |
| YTD | +22.6% | -3.4% | +26.1% | +22.4% |
| 1Y | +36.2% | -22.9% | +59.1% | +41.1% |
| 3Y | +168.0% | +20.7% | +147.3% | +125.7% |
| All | +168.0% | +21.1% | +146.9% | +125.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling