+461.7%
JCI vs XHB
+173.9%
+287.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.4% |
| 7D | +3.8% | -1.3% | +5.1% | +4.5% |
| 30D | -5.7% | -6.9% | +1.2% | -2.2% |
| 3M | -1.4% | -1.3% | -0.1% | -1.2% |
| 6M | +4.1% | -6.8% | +10.9% | +7.4% |
| YTD | +21.7% | +0.7% | +21.0% | +20.1% |
| 1Y | +36.1% | -11.2% | +47.4% | +43.0% |
| 3Y | +154.4% | +25.3% | +129.1% | +118.5% |
| 5Y | +112.0% | +37.3% | +74.7% | +71.8% |
| 10Y | +322.2% | +211.5% | +110.7% | +122.5% |
| All | +461.7% | +173.9% | +287.8% | +116.8% |
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 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