+98.8%
JCI vs HST
+71.5%
+27.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.8% | +2.7% |
| 7D | -9.4% | -2.7% | -6.7% | -8.4% |
| 30D | -13.4% | +10.7% | -24.1% | -16.8% |
| 3M | -12.4% | +6.3% | -18.6% | -14.6% |
| 6M | -5.1% | +19.0% | -24.1% | -12.1% |
| YTD | +13.7% | +47.0% | -33.3% | -3.7% |
| 1Y | +11.4% | +53.4% | -42.0% | -7.5% |
| 3Y | +175.9% | +78.0% | +97.9% | +111.1% |
| All | +98.8% | +71.5% | +27.3% | +52.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling