+114.4%
JCI vs HCA
+71.9%
+42.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.9% | +2.0% |
| 7D | +0.7% | +5.4% | -4.7% | -0.3% |
| 30D | -4.4% | +3.0% | -7.4% | -5.1% |
| 3M | +1.7% | +13.0% | -11.4% | -1.5% |
| 6M | +8.8% | -20.3% | +29.1% | +14.2% |
| YTD | +22.6% | -8.2% | +30.9% | +24.0% |
| 1Y | +36.2% | +6.7% | +29.5% | +32.2% |
| 3Y | +168.0% | +60.4% | +107.6% | +125.4% |
| All | +114.4% | +71.9% | +42.5% | +66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling