+1,813.9%
JCI vs HBM
+613.3%
+1,200.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.1% |
| 7D | +3.8% | -6.4% | +10.2% | +5.0% |
| 30D | -5.7% | +5.9% | -11.6% | -6.8% |
| 3M | -1.4% | -8.9% | +7.5% | -0.7% |
| 6M | +4.1% | +10.7% | -6.5% | +0.7% |
| YTD | +21.7% | +38.3% | -16.5% | +12.6% |
| 1Y | +36.1% | +121.3% | -85.2% | +15.6% |
| 3Y | +154.4% | +450.6% | -296.1% | +79.5% |
| 5Y | +112.0% | +338.0% | -226.0% | +49.0% |
| 10Y | +322.2% | +578.6% | -256.4% | +140.3% |
| All | +1,813.9% | +613.3% | +1,200.6% | +761.9% |
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