+1,754.0%
HCA vs JBL
+1,749.6%
+4.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.0% | -3.7% | -0.1% |
| 7D | +5.4% | +2.4% | +3.0% | +4.7% |
| 30D | +3.0% | -13.1% | +16.1% | +6.8% |
| 3M | +13.0% | -15.6% | +28.6% | +17.0% |
| 6M | -20.3% | +24.6% | -44.8% | -27.6% |
| YTD | -8.2% | +39.6% | -47.8% | -20.2% |
| 1Y | +6.7% | +48.6% | -41.9% | -9.9% |
| 3Y | +60.4% | +197.3% | -136.9% | -0.1% |
| 5Y | +73.4% | +413.0% | -339.5% | -14.3% |
| 10Y | +506.9% | +1,543.9% | -1,037.0% | +93.6% |
| All | +1,754.0% | +1,749.6% | +4.3% | +412.5% |
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 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