+5.8%
HD vs JCI
+95.9%
-90.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.7% | -4.6% | -2.6% |
| 7D | +4.3% | -9.4% | +13.7% | +6.9% |
| 30D | +20.2% | -13.4% | +33.6% | +24.4% |
| 3M | -1.0% | -12.4% | +11.4% | +1.9% |
| 6M | +7.9% | -5.1% | +13.0% | +7.5% |
| YTD | +2.0% | +13.7% | -11.8% | -5.0% |
| 1Y | -4.3% | +11.4% | -15.7% | -10.2% |
| 3Y | +25.9% | +175.9% | -150.0% | -21.1% |
| All | +5.8% | +95.9% | -90.2% | -22.0% |
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