+2,257.0%
JCI vs THC
+563.9%
+1,693.1%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.0% | +2.8% | +4.5% |
| 7D | -3.4% | +7.5% | -10.9% | -4.5% |
| 30D | -10.1% | +9.6% | -19.7% | -11.5% |
| 3M | -6.8% | +10.3% | -17.0% | -8.3% |
| 6M | +2.0% | +51.8% | -49.8% | -4.9% |
| YTD | +19.2% | +45.4% | -26.3% | +11.4% |
| 1Y | +16.7% | +40.8% | -24.1% | +9.4% |
| 3Y | +194.3% | +448.8% | -254.5% | +122.5% |
| 5Y | +103.0% | +263.4% | -160.3% | +58.4% |
| 10Y | +301.7% | +1,800.1% | -1,498.3% | +126.3% |
| All | +2,257.0% | +563.9% | +1,693.1% | +966.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling