+111.9%
HAL vs JBL
+410.1%
-298.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | -1.3% | +4.0% | -5.3% | -2.3% |
| 30D | +10.9% | -7.5% | +18.4% | +12.7% |
| 3M | -5.8% | -14.1% | +8.2% | -3.0% |
| 6M | +8.1% | +25.9% | -17.8% | -1.5% |
| YTD | +33.2% | +36.7% | -3.5% | +17.4% |
| 1Y | +74.2% | +49.0% | +25.2% | +48.1% |
| 3Y | -3.7% | +191.8% | -195.5% | -38.3% |
| 5Y | +111.9% | +409.8% | -297.9% | +4.4% |
| All | +111.9% | +410.1% | -298.2% | +4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling