+454.0%
JCI vs XHB
+170.3%
+283.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -0.5% |
| 7D | +8.4% | -2.4% | +10.9% | +9.8% |
| 30D | -8.9% | +7.1% | -16.0% | -12.7% |
| 3M | -6.4% | -6.0% | -0.5% | -4.2% |
| 6M | +1.6% | +2.1% | -0.4% | -0.7% |
| YTD | +20.1% | -0.6% | +20.7% | +18.4% |
| 1Y | +17.2% | -3.3% | +20.5% | +17.0% |
| 3Y | +190.7% | +34.1% | +156.6% | +139.3% |
| 5Y | +99.9% | +28.6% | +71.3% | +66.2% |
| 10Y | +301.8% | +235.0% | +66.8% | +103.4% |
| All | +454.0% | +170.3% | +283.7% | +113.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling