-10.1%
JCI vs HDB
+16.3%
-26.4%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.7% | +2.1% | +6.7% |
| 7D | -3.4% | +13.7% | -17.1% | +7.8% |
| 30D | -10.1% | +15.8% | -26.0% | +2.4% |
| All | -10.1% | +16.3% | -26.4% | +2.4% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling