+103.0%
JCI vs HWM
+565.4%
-462.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +5.1% | -0.3% | +2.5% |
| 7D | -3.4% | +1.6% | -5.0% | -4.0% |
| 30D | -10.1% | -3.9% | -6.2% | -8.7% |
| 3M | -6.8% | -23.2% | +16.5% | +4.3% |
| 6M | +2.0% | -20.0% | +22.0% | +11.5% |
| YTD | +19.2% | +5.7% | +13.5% | +13.0% |
| 1Y | +16.7% | +4.9% | +11.9% | +10.9% |
| 3Y | +194.3% | +347.0% | -152.7% | +32.0% |
| 5Y | +103.0% | +563.0% | -460.0% | -26.2% |
| All | +103.0% | +565.4% | -462.4% | -26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling