+116.9%
JCI vs THC
+250.3%
-133.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.8% |
| 7D | +3.8% | -0.7% | +4.5% | +3.9% |
| 30D | -5.7% | +1.3% | -6.9% | -5.9% |
| 3M | -1.4% | +64.2% | -65.6% | -10.7% |
| 6M | +4.1% | +8.3% | -4.1% | +1.9% |
| YTD | +21.7% | +33.4% | -11.6% | +13.9% |
| 1Y | +36.1% | +37.7% | -1.5% | +26.0% |
| 3Y | +154.4% | +236.8% | -82.4% | +88.7% |
| All | +116.9% | +250.3% | -133.5% | +57.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling