+330.8%
JCI vs XHB
+210.4%
+120.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.9% | 0.0% |
| 7D | +0.4% | -5.2% | +5.6% | +3.8% |
| 30D | -7.7% | -12.1% | +4.4% | -0.1% |
| 3M | +2.8% | -6.2% | +9.0% | +6.2% |
| 6M | +7.2% | -6.7% | +14.0% | +10.9% |
| YTD | +20.0% | -5.5% | +25.4% | +22.4% |
| 1Y | +33.3% | -15.6% | +48.9% | +45.6% |
| 3Y | +161.3% | +22.0% | +139.3% | +115.9% |
| 5Y | +108.8% | +31.8% | +76.9% | +60.7% |
| All | +330.8% | +210.4% | +120.4% | +85.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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