+186.7%
JCI vs HWM
+348.7%
-162.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.2% | -1.8% |
| 7D | +3.2% | +7.3% | -4.1% | +0.3% |
| 30D | -8.6% | +1.6% | -10.2% | -9.3% |
| 3M | -7.7% | -21.9% | +14.1% | +1.2% |
| 6M | -2.6% | -19.0% | +16.5% | +5.0% |
| YTD | +17.4% | +7.9% | +9.4% | +11.1% |
| 1Y | +16.9% | +9.9% | +7.0% | +9.7% |
| 3Y | +186.7% | +342.1% | -155.4% | +72.4% |
| All | +186.7% | +348.7% | -162.0% | +72.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling