+2,221.0%
JCI vs HRB
+3,424.8%
-1,203.8%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.8% | -1.9% |
| 7D | +3.2% | -5.1% | +8.3% | +4.5% |
| 30D | -8.6% | +8.7% | -17.3% | -11.0% |
| 3M | -7.7% | -5.4% | -2.4% | -7.5% |
| 6M | -2.6% | +41.6% | -44.1% | -12.9% |
| YTD | +17.4% | +18.7% | -1.3% | +7.5% |
| 1Y | +16.9% | +16.4% | +0.5% | +7.5% |
| 3Y | +186.7% | +22.0% | +164.8% | +154.7% |
| 5Y | +95.4% | +141.2% | -45.9% | +40.7% |
| 10Y | +292.7% | +223.1% | +69.6% | +143.0% |
| All | +2,221.0% | +3,424.8% | -1,203.8% | +450.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling