+95.0%
JCI vs HBM
+194.0%
-99.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.1% |
| 3M | -7.7% | -19.2% | +11.5% | -3.9% |
| 6M | -2.6% | -22.9% | +20.3% | +1.3% |
| YTD | +17.4% | +7.8% | +9.6% | +11.8% |
| 1Y | +16.9% | +34.9% | -18.0% | +5.9% |
| 3Y | +186.7% | +422.2% | -235.5% | +82.8% |
| All | +95.0% | +194.0% | -99.0% | +33.7% |
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