-23.1%
HD vs JCI
+36.6%
-59.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.9% |
| 7D | -1.8% | +4.1% | -5.9% | -2.3% |
| 30D | -10.8% | -3.8% | -7.0% | -10.5% |
| 3M | -2.7% | -1.6% | -1.0% | -2.7% |
| 6M | -10.3% | +9.5% | -19.8% | -11.6% |
| YTD | -7.8% | +21.7% | -29.5% | -8.3% |
| 1Y | -23.1% | +37.1% | -60.3% | -23.8% |
| All | -23.1% | +36.6% | -59.8% | -23.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling