+341.0%
JCI vs HDB
+32.4%
+308.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.4% |
| 7D | +4.1% | -4.9% | +8.9% | +5.7% |
| 30D | -3.8% | -5.8% | +2.0% | -2.1% |
| 3M | -1.6% | -5.2% | +3.6% | -0.6% |
| 6M | +9.5% | -25.7% | +35.2% | +19.3% |
| YTD | +21.7% | -39.6% | +61.3% | +41.7% |
| 1Y | +37.1% | -36.9% | +74.1% | +57.0% |
| 3Y | +165.2% | -29.7% | +194.9% | +187.4% |
| 5Y | +110.3% | -37.8% | +148.1% | +133.2% |
| 10Y | +341.0% | +33.7% | +307.3% | +277.8% |
| All | +341.0% | +32.4% | +308.6% | +277.8% |
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