+7.4%
HD vs JCI
+119.7%
-112.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.0% | -3.3% | -2.6% |
| 7D | -1.2% | +5.1% | -6.3% | -2.8% |
| 30D | -11.1% | -3.8% | -7.3% | -10.1% |
| 3M | +2.0% | +1.9% | +0.1% | +0.9% |
| 6M | -10.5% | +11.2% | -21.7% | -14.3% |
| YTD | -6.9% | +22.9% | -29.8% | -14.2% |
| 1Y | -23.2% | +37.4% | -60.6% | -32.4% |
| 3Y | +3.1% | +167.8% | -164.8% | -32.7% |
| 5Y | +7.4% | +115.0% | -107.6% | -22.8% |
| All | +7.4% | +119.7% | -112.3% | -22.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling