+33,321.4%
HD vs JCI
+2,171.6%
+31,149.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.7% | -4.6% | -2.6% |
| 7D | +4.3% | -9.4% | +13.7% | +6.8% |
| 30D | +20.2% | -13.4% | +33.6% | +24.1% |
| 3M | -1.0% | -12.4% | +11.4% | +1.7% |
| 6M | +7.9% | -5.1% | +13.0% | +8.0% |
| YTD | +2.0% | +13.7% | -11.8% | -3.2% |
| 1Y | -4.3% | +11.4% | -15.7% | -8.7% |
| 3Y | +25.9% | +175.9% | -150.0% | -8.2% |
| 5Y | +5.8% | +98.4% | -92.6% | -16.3% |
| 10Y | +262.5% | +311.2% | -48.6% | +132.2% |
| All | +33,321.4% | +2,171.6% | +31,149.8% | +9,167.4% |
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