+330.8%
JCI vs HBM
+622.7%
-291.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.5% | +6.1% | -0.1% |
| 7D | +0.4% | -3.7% | +4.1% | +1.0% |
| 30D | -7.7% | -3.7% | -4.1% | -7.4% |
| 3M | +2.8% | +8.0% | -5.3% | +0.4% |
| 6M | +7.2% | +15.8% | -8.5% | +2.5% |
| YTD | +20.0% | +34.4% | -14.4% | +10.6% |
| 1Y | +33.3% | +98.2% | -64.9% | +13.6% |
| 3Y | +161.3% | +476.6% | -315.3% | +76.2% |
| 5Y | +108.8% | +331.1% | -222.3% | +41.8% |
| All | +330.8% | +622.7% | -291.9% | +117.0% |
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