+2,307.7%
JCI vs HST
+1,330.6%
+977.1%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | +3.8% | -1.0% | +4.9% | +4.1% |
| 30D | -5.7% | -12.3% | +6.6% | -2.3% |
| 3M | -1.4% | -6.4% | +5.0% | +0.1% |
| 6M | +4.1% | +15.0% | -10.9% | -0.2% |
| YTD | +21.7% | +30.5% | -8.8% | +12.5% |
| 1Y | +36.1% | +35.7% | +0.5% | +24.1% |
| 3Y | +154.4% | +68.4% | +86.1% | +117.0% |
| 5Y | +112.0% | +73.1% | +38.9% | +76.5% |
| 10Y | +322.2% | +92.7% | +229.5% | +223.5% |
| All | +2,307.7% | +1,330.6% | +977.1% | +902.9% |
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