+167.8%
JCI vs HDB
-27.8%
+195.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.0% | +4.0% | +1.5% |
| 7D | +5.1% | -2.0% | +7.2% | +5.5% |
| 30D | -3.8% | -4.9% | +1.0% | -3.0% |
| 3M | +1.9% | -2.3% | +4.2% | +1.9% |
| 6M | +11.2% | -23.7% | +34.9% | +16.3% |
| YTD | +22.9% | -38.5% | +61.4% | +33.5% |
| 1Y | +37.4% | -36.5% | +73.8% | +48.2% |
| 3Y | +167.8% | -28.5% | +196.3% | +179.9% |
| All | +167.8% | -27.8% | +195.6% | +179.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling