+889.7%
JCI vs HCA
+1,635.7%
-746.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.2% |
| 7D | +5.1% | -2.8% | +7.9% | +5.9% |
| 30D | -3.8% | -2.7% | -1.1% | -3.2% |
| 3M | +1.9% | +11.5% | -9.6% | -1.8% |
| 6M | +11.2% | -24.3% | +35.5% | +18.8% |
| YTD | +22.9% | -13.6% | +36.5% | +26.2% |
| 1Y | +37.4% | -3.2% | +40.6% | +36.2% |
| 3Y | +167.8% | +50.4% | +117.4% | +129.4% |
| 5Y | +115.0% | +64.8% | +50.3% | +75.4% |
| 10Y | +325.3% | +456.5% | -131.2% | +147.1% |
| All | +889.7% | +1,635.7% | -746.0% | +327.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling