+160.7%
JCI vs HAS
+44.2%
+116.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.0% |
| 7D | +3.8% | -1.8% | +5.6% | +4.3% |
| 30D | -5.7% | +2.3% | -7.9% | -6.2% |
| 3M | -1.4% | +10.4% | -11.8% | -4.1% |
| 6M | +4.1% | -3.2% | +7.4% | +4.3% |
| YTD | +21.7% | +15.4% | +6.3% | +15.7% |
| 1Y | +36.1% | +18.8% | +17.3% | +28.0% |
| All | +160.7% | +44.2% | +116.5% | +103.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling