+293.5%
JCI vs HST
+133.7%
+159.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.2% |
| 7D | +3.2% | +3.6% | -0.4% | +1.9% |
| 30D | -8.6% | +11.2% | -19.8% | -12.1% |
| 3M | -7.7% | +13.1% | -20.8% | -11.9% |
| 6M | -2.6% | +23.9% | -26.5% | -10.4% |
| YTD | +17.4% | +52.3% | -34.9% | -0.2% |
| 1Y | +16.9% | +56.7% | -39.8% | -1.8% |
| 3Y | +186.7% | +87.5% | +99.2% | +122.7% |
| 5Y | +95.4% | +82.8% | +12.6% | +49.3% |
| All | +293.5% | +133.7% | +159.8% | +171.7% |
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