+194.3%
JCI vs HDB
-7.2%
+201.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.7% | +2.1% | +4.4% |
| 7D | -3.4% | +13.7% | -17.1% | -5.3% |
| 30D | -10.1% | +15.8% | -26.0% | -12.3% |
| 3M | -6.8% | +9.2% | -16.0% | -8.1% |
| 6M | +2.0% | +3.2% | -1.2% | +1.2% |
| YTD | +19.2% | -29.4% | +48.5% | +26.0% |
| 1Y | +16.7% | -27.9% | +44.7% | +23.0% |
| 3Y | +194.3% | -5.9% | +200.2% | +200.0% |
| All | +194.3% | -7.2% | +201.6% | +200.0% |
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