+110.3%
JCI vs XHB
+34.8%
+75.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.1% |
| 7D | +4.1% | -1.9% | +6.0% | +5.2% |
| 30D | -3.8% | -8.3% | +4.5% | +1.0% |
| 3M | -1.6% | -7.1% | +5.5% | +2.1% |
| 6M | +9.5% | -5.3% | +14.8% | +12.0% |
| YTD | +21.7% | -3.2% | +24.9% | +22.3% |
| 1Y | +37.1% | -13.9% | +51.0% | +47.3% |
| 3Y | +165.2% | +24.9% | +140.3% | +115.5% |
| 5Y | +110.3% | +34.5% | +75.8% | +59.1% |
| All | +110.3% | +34.8% | +75.4% | +59.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling