+498.2%
HCA vs JBL
+1,558.3%
-1,060.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.0% | -3.7% | -0.1% |
| 7D | +5.4% | +2.4% | +3.0% | +4.6% |
| 30D | +3.0% | -13.1% | +16.1% | +7.0% |
| 3M | +13.0% | -15.6% | +28.6% | +17.2% |
| 6M | -20.3% | +24.6% | -44.8% | -28.1% |
| YTD | -8.2% | +39.6% | -47.8% | -21.0% |
| 1Y | +6.7% | +48.6% | -41.9% | -11.1% |
| 3Y | +60.4% | +197.3% | -136.9% | -6.0% |
| 5Y | +73.4% | +413.0% | -339.5% | -24.1% |
| All | +498.2% | +1,558.3% | -1,060.1% | +63.5% |
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