+27.7%
JCI vs HWM
+5.4%
+22.3%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -4.3% | -2.0% | -4.8% |
| 7D | -10.7% | +9.4% | -20.1% | -13.2% |
| 30D | -10.4% | -7.0% | -3.4% | -8.3% |
| 3M | -8.3% | -25.9% | +17.6% | +1.0% |
| 6M | -2.1% | -10.8% | +8.7% | -0.1% |
| YTD | +18.4% | +4.3% | +14.0% | +16.0% |
| 1Y | +27.7% | +4.4% | +23.3% | +26.1% |
| All | +27.7% | +5.4% | +22.3% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 1y: compounded portfolio wealth divided by compounded HWM 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…
1y analysis · Full analysis span regression · 6 months rolling