+1,745.0%
JCI vs HBM
+456.2%
+1,288.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.1% | -2.1% |
| 7D | +3.2% | +2.2% | +0.9% | +2.8% |
| 30D | -8.6% | -11.8% | +3.2% | -6.6% |
| 3M | -7.7% | -19.2% | +11.5% | -4.6% |
| 6M | -2.6% | -22.9% | +20.3% | +0.6% |
| YTD | +17.4% | +7.8% | +9.6% | +13.2% |
| 1Y | +16.9% | +34.9% | -18.0% | +8.3% |
| 3Y | +186.7% | +422.2% | -235.5% | +104.5% |
| 5Y | +95.4% | +192.8% | -97.5% | +47.2% |
| 10Y | +292.7% | +281.1% | +11.6% | +145.5% |
| All | +1,745.0% | +456.2% | +1,288.8% | +766.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling