+2,149.4%
JCI vs HST
+1,511.7%
+637.7%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.8% | +2.7% |
| 7D | -9.4% | -2.7% | -6.7% | -8.7% |
| 30D | -13.4% | +10.7% | -24.1% | -15.8% |
| 3M | -12.4% | +6.3% | -18.6% | -14.0% |
| 6M | -5.1% | +19.0% | -24.1% | -10.0% |
| YTD | +13.7% | +47.0% | -33.3% | +1.6% |
| 1Y | +11.4% | +53.4% | -42.0% | -1.8% |
| 3Y | +175.9% | +78.0% | +97.9% | +131.8% |
| 5Y | +98.4% | +71.7% | +26.7% | +65.4% |
| 10Y | +311.2% | +146.2% | +165.0% | +194.9% |
| All | +2,149.4% | +1,511.7% | +637.7% | +805.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling