+584.1%
HAL vs JBL
+42,637.0%
-42,053.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -0.9% |
| 7D | +2.9% | +3.0% | -0.1% | +2.3% |
| 30D | +17.0% | -8.3% | +25.3% | +18.7% |
| 3M | -9.7% | -16.9% | +7.3% | -7.0% |
| 6M | +8.6% | +21.8% | -13.1% | +3.1% |
| YTD | +33.0% | +36.3% | -3.3% | +22.9% |
| 1Y | +68.3% | +49.5% | +18.8% | +52.2% |
| 3Y | +0.1% | +170.6% | -170.5% | -21.2% |
| 5Y | +102.6% | +408.4% | -305.8% | +40.4% |
| 10Y | +3.8% | +1,450.4% | -1,446.6% | -39.4% |
| All | +584.1% | +42,637.0% | -42,053.0% | +230.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling