+110.3%
JCI vs HIG
+117.6%
-7.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.3% |
| 7D | +4.1% | -0.5% | +4.5% | +4.3% |
| 30D | -3.8% | -2.8% | -1.0% | -2.6% |
| 3M | -1.6% | +6.3% | -8.0% | -5.3% |
| 6M | +9.5% | -0.1% | +9.6% | +8.6% |
| YTD | +21.7% | +0.4% | +21.3% | +20.3% |
| 1Y | +37.1% | +6.2% | +30.9% | +31.1% |
| 3Y | +165.2% | +101.6% | +63.6% | +69.6% |
| 5Y | +110.3% | +119.8% | -9.6% | +22.2% |
| All | +110.3% | +117.6% | -7.3% | +22.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling