+293.5%
JCI vs HBM
+281.1%
+12.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.1% | -2.0% |
| 7D | +3.2% | +2.2% | +0.9% | +2.7% |
| 30D | -8.6% | -11.8% | +3.2% | -6.4% |
| 3M | -7.7% | -19.2% | +11.5% | -4.3% |
| 6M | -2.6% | -22.9% | +20.3% | +0.9% |
| YTD | +17.4% | +7.8% | +9.6% | +12.8% |
| 1Y | +16.9% | +34.9% | -18.0% | +7.5% |
| 3Y | +186.7% | +422.2% | -235.5% | +97.8% |
| 5Y | +95.4% | +192.8% | -97.5% | +42.9% |
| All | +293.5% | +281.1% | +12.4% | +128.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 10y: compounded portfolio wealth divided by compounded HBM 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…
10y analysis · Full analysis span regression · 6 months rolling