+170.1%
JCI vs HDB
+3,812.1%
-3,642.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | +3.8% | +0.4% | +3.4% | +3.7% |
| 30D | -5.7% | -2.8% | -2.9% | -4.9% |
| 3M | -1.4% | -3.5% | +2.1% | -0.8% |
| 6M | +4.1% | -24.7% | +28.9% | +12.3% |
| YTD | +21.7% | -36.6% | +58.3% | +38.1% |
| 1Y | +36.1% | -34.4% | +70.5% | +52.5% |
| 3Y | +154.4% | -24.4% | +178.8% | +168.6% |
| 5Y | +112.0% | -35.4% | +147.4% | +131.8% |
| 10Y | +322.2% | +39.5% | +282.7% | +251.6% |
| All | +170.1% | +3,812.1% | -3,642.0% | -22.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling