+320.6%
JCI vs USHY
+50.7%
+269.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +5.1% | 0.0% | +5.1% | +5.1% |
| 30D | -3.8% | 0.0% | -3.8% | -3.8% |
| 3M | +1.9% | +1.2% | +0.7% | -0.2% |
| 6M | +11.2% | +2.6% | +8.6% | +6.2% |
| YTD | +22.9% | +2.4% | +20.5% | +17.8% |
| 1Y | +37.4% | +4.2% | +33.1% | +27.6% |
| 3Y | +167.8% | +28.0% | +139.8% | +74.6% |
| 5Y | +115.0% | +21.8% | +93.2% | +56.2% |
| All | +320.6% | +50.7% | +269.9% | +111.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling