+340.5%
JCI vs HRB
+209.1%
+131.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.1% |
| 7D | +0.7% | -8.0% | +8.8% | +2.4% |
| 30D | -4.4% | -16.0% | +11.5% | -1.2% |
| 3M | +1.7% | +26.9% | -25.2% | -4.6% |
| 6M | +8.8% | +51.1% | -42.3% | -3.3% |
| YTD | +22.6% | +7.1% | +15.6% | +18.2% |
| 1Y | +36.2% | -9.6% | +45.8% | +37.1% |
| 3Y | +168.0% | +25.4% | +142.6% | +139.5% |
| 5Y | +113.5% | +114.9% | -1.5% | +59.3% |
| All | +340.5% | +209.1% | +131.3% | +176.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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