+36.1%
JCI vs HDB
-34.6%
+70.8%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | +3.8% | +0.4% | +3.4% | +3.7% |
| 30D | -5.7% | -2.8% | -2.9% | -5.1% |
| 3M | -1.4% | -3.5% | +2.1% | -1.4% |
| 6M | +4.1% | -24.7% | +28.9% | +9.7% |
| YTD | +21.7% | -36.6% | +58.3% | +30.5% |
| 1Y | +36.1% | -34.4% | +70.5% | +44.1% |
| All | +36.1% | -34.6% | +70.8% | +44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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