+16.9%
JCI vs HBM
+25.3%
-8.4%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -4.4% |
| 6M | -2.6% | -22.9% | +20.3% | +0.7% |
| YTD | +17.4% | +7.8% | +9.6% | +13.8% |
| 1Y | +16.9% | +34.9% | -18.0% | +9.0% |
| All | +16.9% | +25.3% | -8.4% | +9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling