+34,289.6%
HD vs JCI
+2,280.3%
+32,009.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.8% | -1.9% | +1.6% |
| 7D | +3.6% | -3.4% | +7.0% | +4.3% |
| 30D | +21.6% | -10.1% | +31.7% | +24.3% |
| 3M | +0.1% | -6.8% | +6.9% | +1.2% |
| 6M | +13.0% | +2.0% | +11.0% | +10.9% |
| YTD | +4.9% | +19.2% | -14.2% | -1.7% |
| 1Y | -2.1% | +16.7% | -18.8% | -7.8% |
| 3Y | +32.6% | +194.3% | -161.7% | -5.0% |
| 5Y | +8.2% | +103.0% | -94.8% | -14.9% |
| 10Y | +257.9% | +301.7% | -43.8% | +130.5% |
| All | +34,289.6% | +2,280.3% | +32,009.3% | +9,316.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling