+110.3%
JCI vs HBM
+392.2%
-281.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.9% |
| 7D | +4.1% | +5.5% | -1.4% | +2.9% |
| 30D | -3.8% | +3.3% | -7.1% | -4.7% |
| 3M | -1.6% | +12.7% | -14.3% | -4.8% |
| 6M | +9.5% | +28.2% | -18.7% | +2.0% |
| YTD | +21.7% | +45.3% | -23.6% | +9.4% |
| 1Y | +37.1% | +121.7% | -84.6% | +11.8% |
| 3Y | +165.2% | +523.5% | -358.3% | +64.8% |
| 5Y | +110.3% | +393.9% | -283.6% | +32.5% |
| All | +110.3% | +392.2% | -281.9% | +32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling