+16.4%
JCI vs HAS
+61.8%
-45.4%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.7% | +3.1% | +4.6% |
| 7D | -3.4% | +2.2% | -5.6% | -3.6% |
| 30D | -10.1% | +29.6% | -39.7% | -12.5% |
| 3M | -6.8% | +30.3% | -37.1% | -9.3% |
| 6M | +2.0% | +25.6% | -23.6% | -0.5% |
| YTD | +19.2% | +50.8% | -31.6% | +11.6% |
| All | +16.4% | +61.8% | -45.4% | +7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling