+247.2%
HD vs JCI
+298.2%
-51.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +5.2% | -5.9% | +11.1% | +7.2% |
| 30D | +20.7% | -10.4% | +31.1% | +24.7% |
| 3M | +0.8% | -6.1% | +6.9% | +1.9% |
| 6M | +12.2% | +1.7% | +10.5% | +8.9% |
| YTD | +4.2% | +18.9% | -14.6% | -5.8% |
| 1Y | -2.6% | +16.1% | -18.7% | -11.2% |
| 3Y | +30.0% | +187.8% | -157.8% | -24.5% |
| 5Y | +8.1% | +103.2% | -95.1% | -27.3% |
| 10Y | +247.2% | +288.2% | -41.0% | +51.5% |
| All | +247.2% | +298.2% | -51.1% | +51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 JCI 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