+288.2%
JCI vs THC
+1,758.3%
-1,470.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.3% |
| 7D | -5.9% | +8.8% | -14.7% | -7.4% |
| 30D | -10.4% | +10.0% | -20.4% | -12.1% |
| 3M | -6.1% | +11.7% | -17.8% | -8.2% |
| 6M | +1.7% | +52.5% | -50.8% | -6.8% |
| YTD | +18.9% | +46.1% | -27.2% | +9.2% |
| 1Y | +16.1% | +49.1% | -33.0% | +6.1% |
| 3Y | +187.8% | +439.6% | -251.8% | +101.8% |
| 5Y | +103.2% | +263.2% | -160.0% | +47.7% |
| 10Y | +288.2% | +1,900.5% | -1,612.3% | +105.5% |
| All | +288.2% | +1,758.3% | -1,470.1% | +105.5% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 10y: compounded portfolio wealth divided by compounded THC 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…
10y analysis · Full analysis span regression · 6 months rolling