+1,677.2%
JCI vs HIG
+1,002.1%
+675.2%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.2% |
| 7D | +3.8% | +0.3% | +3.5% | +3.8% |
| 30D | -5.7% | -3.2% | -2.4% | -5.0% |
| 3M | -1.4% | +9.1% | -10.5% | -3.6% |
| 6M | +4.1% | -1.8% | +5.9% | +4.2% |
| YTD | +21.7% | +1.8% | +20.0% | +20.8% |
| 1Y | +36.1% | +4.6% | +31.6% | +34.1% |
| 3Y | +154.4% | +101.6% | +52.8% | +115.3% |
| 5Y | +112.0% | +124.5% | -12.5% | +75.3% |
| 10Y | +322.2% | +317.8% | +4.4% | +199.3% |
| All | +1,677.2% | +1,002.1% | +675.2% | +491.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling