+37.4%
JCI vs HWM
+30.1%
+7.2%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -10.7% | +11.7% | +4.4% |
| 7D | +5.1% | -9.2% | +14.3% | +8.0% |
| 30D | -3.8% | -17.9% | +14.0% | +2.4% |
| 3M | +1.9% | -6.0% | +7.9% | +3.2% |
| 6M | +11.2% | -7.4% | +18.5% | +11.8% |
| YTD | +22.9% | +13.1% | +9.8% | +16.3% |
| 1Y | +37.4% | +29.3% | +8.1% | +23.1% |
| All | +37.4% | +30.1% | +7.2% | +23.1% |
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