+31,139.8%
HD vs JCI
+2,331.5%
+28,808.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.4% |
| 7D | -2.1% | +3.8% | -5.9% | -3.1% |
| 30D | -8.4% | -5.7% | -2.7% | -7.0% |
| 3M | +4.3% | -1.4% | +5.7% | +4.4% |
| 6M | -11.1% | +4.1% | -15.3% | -12.7% |
| YTD | -4.7% | +21.7% | -26.4% | -10.5% |
| 1Y | -19.8% | +36.1% | -55.9% | -27.2% |
| 3Y | +4.1% | +154.4% | -150.3% | -21.8% |
| 5Y | +10.3% | +112.0% | -101.7% | -13.7% |
| 10Y | +203.2% | +322.2% | -119.1% | +94.0% |
| All | +31,139.8% | +2,331.5% | +28,808.3% | +8,473.4% |
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