+2,149.4%
JCI vs HAS
+4,652.9%
-2,503.5%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.2% | +2.9% |
| 7D | -9.4% | -0.2% | -9.2% | -9.4% |
| 30D | -13.4% | +31.0% | -44.4% | -20.2% |
| 3M | -12.4% | +30.7% | -43.0% | -19.3% |
| 6M | -5.1% | +23.9% | -29.0% | -11.8% |
| YTD | +13.7% | +48.3% | -34.6% | -0.2% |
| 1Y | +11.4% | +60.2% | -48.8% | -4.5% |
| 3Y | +175.9% | +189.2% | -13.3% | +95.0% |
| 5Y | +98.4% | +50.4% | +48.0% | +66.3% |
| 10Y | +311.2% | +104.2% | +207.0% | +196.3% |
| All | +2,149.4% | +4,652.9% | -2,503.5% | +491.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling