+293.5%
JCI vs HIG
+261.7%
+31.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.4% |
| 7D | +3.2% | +2.6% | +0.6% | +2.0% |
| 30D | -8.6% | +4.2% | -12.8% | -10.6% |
| 3M | -7.7% | +0.2% | -7.9% | -8.4% |
| 6M | -2.6% | +4.6% | -7.2% | -5.8% |
| YTD | +17.4% | +1.1% | +16.2% | +15.1% |
| 1Y | +16.9% | +4.7% | +12.2% | +12.7% |
| 3Y | +186.7% | +95.5% | +91.3% | +104.3% |
| 5Y | +95.4% | +111.7% | -16.3% | +33.4% |
| All | +293.5% | +261.7% | +31.8% | +114.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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