+288.2%
JCI vs HST
+143.2%
+145.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +5.3% | -0.8% | +2.6% |
| 7D | -5.9% | +0.6% | -6.4% | -6.0% |
| 30D | -10.4% | +14.5% | -24.8% | -14.7% |
| 3M | -6.1% | +15.4% | -21.5% | -11.0% |
| 6M | +1.7% | +22.0% | -20.3% | -5.9% |
| YTD | +18.9% | +54.9% | -36.0% | +0.5% |
| 1Y | +16.1% | +54.0% | -37.8% | -1.7% |
| 3Y | +187.8% | +90.4% | +97.4% | +122.6% |
| 5Y | +103.2% | +84.2% | +19.0% | +55.1% |
| 10Y | +288.2% | +144.6% | +143.6% | +170.6% |
| All | +288.2% | +143.2% | +145.0% | +170.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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