+340.5%
JCI vs HCA
+511.6%
-171.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.9% | +1.8% |
| 7D | +0.7% | +5.4% | -4.7% | -0.9% |
| 30D | -4.4% | +3.0% | -7.4% | -5.4% |
| 3M | +1.7% | +13.0% | -11.4% | -3.0% |
| 6M | +8.8% | -20.3% | +29.1% | +15.7% |
| YTD | +22.6% | -8.2% | +30.9% | +24.1% |
| 1Y | +36.2% | +6.7% | +29.5% | +30.7% |
| 3Y | +168.0% | +60.4% | +107.6% | +117.1% |
| 5Y | +113.5% | +73.4% | +40.0% | +63.1% |
| All | +340.5% | +511.6% | -171.1% | +125.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 HCA 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