+307.6%
JCI vs HDB
+64.3%
+243.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.3% | +2.4% |
| 7D | +2.9% | +6.9% | -4.0% | +0.8% |
| 30D | -6.9% | +15.2% | -22.2% | -11.3% |
| 3M | -6.3% | +11.7% | -18.0% | -9.9% |
| 6M | +2.6% | +7.5% | -5.0% | -0.7% |
| YTD | +21.8% | -28.8% | +50.6% | +34.2% |
| 1Y | +19.6% | -29.1% | +48.7% | +31.9% |
| 3Y | +194.9% | -7.0% | +202.0% | +190.6% |
| 5Y | +108.1% | -22.1% | +130.2% | +114.2% |
| 10Y | +307.6% | +64.9% | +242.7% | +221.9% |
| All | +307.6% | +64.3% | +243.3% | +221.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling