+162.1%
JCI vs USHY
+27.0%
+135.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -0.1% |
| 7D | +0.4% | -0.7% | +1.1% | +2.5% |
| 30D | -7.7% | -0.5% | -7.2% | -6.4% |
| 3M | +2.8% | +0.5% | +2.2% | +1.3% |
| 6M | +7.2% | +1.5% | +5.7% | +3.2% |
| YTD | +20.0% | +1.7% | +18.2% | +14.7% |
| 1Y | +33.3% | +3.5% | +29.7% | +21.7% |
| All | +162.1% | +27.0% | +135.1% | +56.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling