+301.7%
JCI vs HAS
+106.1%
+195.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.7% | +3.1% | +4.3% |
| 7D | -3.4% | +2.2% | -5.6% | -4.0% |
| 30D | -10.1% | +29.6% | -39.7% | -17.0% |
| 3M | -6.8% | +30.3% | -37.1% | -14.1% |
| 6M | +2.0% | +25.6% | -23.6% | -5.6% |
| YTD | +19.2% | +50.8% | -31.6% | +3.7% |
| 1Y | +16.7% | +63.0% | -46.3% | -0.9% |
| 3Y | +194.3% | +211.6% | -17.3% | +99.5% |
| 5Y | +103.0% | +50.4% | +52.6% | +69.2% |
| 10Y | +301.7% | +101.9% | +199.9% | +196.4% |
| All | +301.7% | +106.1% | +195.7% | +196.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 10y: compounded portfolio wealth divided by compounded HAS 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…
10y analysis · Full analysis span regression · 6 months rolling