+2,149.4%
JCI vs THC
+550.9%
+1,598.5%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.1% | +3.8% | +2.9% |
| 7D | -9.4% | +3.7% | -13.1% | -10.0% |
| 30D | -13.4% | +9.0% | -22.4% | -14.7% |
| 3M | -12.4% | +10.4% | -22.8% | -13.9% |
| 6M | -5.1% | +45.7% | -50.8% | -11.0% |
| YTD | +13.7% | +42.6% | -28.8% | +6.6% |
| 1Y | +11.4% | +38.8% | -27.3% | +4.6% |
| 3Y | +175.9% | +418.8% | -242.9% | +110.2% |
| 5Y | +98.4% | +275.7% | -177.3% | +54.1% |
| 10Y | +311.2% | +1,496.2% | -1,185.1% | +135.5% |
| All | +2,149.4% | +550.9% | +1,598.5% | +920.7% |
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