+319.6%
JCI vs USHY
+49.7%
+269.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +0.7% | -0.7% | +1.4% | +2.1% |
| 30D | -4.4% | -0.7% | -3.8% | -3.2% |
| 3M | +1.7% | +0.1% | +1.6% | +1.6% |
| 6M | +8.8% | +1.8% | +7.0% | +5.5% |
| YTD | +22.6% | +1.8% | +20.9% | +19.0% |
| 1Y | +36.2% | +3.3% | +32.9% | +28.7% |
| 3Y | +168.0% | +27.0% | +141.0% | +77.5% |
| 5Y | +113.5% | +21.0% | +92.4% | +56.9% |
| All | +319.6% | +49.7% | +269.9% | +113.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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