-17.4%
HAL vs JBL
+1,176.2%
-1,193.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.7% |
| 7D | +2.6% | +10.0% | -7.4% | -2.0% |
| 30D | -0.1% | -18.2% | +18.1% | +9.2% |
| 3M | -1.1% | -29.0% | +27.9% | +14.1% |
| 6M | -20.7% | -25.9% | +5.1% | -12.3% |
| YTD | +17.5% | +14.1% | +3.4% | +0.2% |
| 1Y | +24.1% | +21.7% | +2.5% | +1.8% |
| 3Y | -8.4% | +103.8% | -112.2% | -49.4% |
| 5Y | +53.2% | +310.0% | -256.8% | -51.2% |
| All | -17.4% | +1,176.2% | -1,193.7% | -85.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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