+95.0%
JCI vs HAS
+48.2%
+46.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.0% |
| 7D | +3.2% | +1.4% | +1.8% | +2.8% |
| 30D | -8.6% | +26.3% | -34.9% | -14.8% |
| 3M | -7.7% | +25.6% | -33.3% | -13.9% |
| 6M | -2.6% | +30.3% | -32.8% | -10.6% |
| YTD | +17.4% | +50.4% | -33.0% | +2.1% |
| 1Y | +16.9% | +57.7% | -40.8% | +0.1% |
| 3Y | +186.7% | +213.4% | -26.6% | +89.3% |
| All | +95.0% | +48.2% | +46.8% | +78.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling