-4.6%
HD vs JBL
+20.8%
-25.4%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -4.8% | +11.4% | +6.7% |
| 7D | +11.9% | -11.1% | +23.1% | +12.5% |
| 30D | +26.4% | -14.1% | +40.5% | +27.3% |
| 3M | +2.8% | -23.9% | +26.8% | +4.3% |
| 6M | +15.5% | -24.1% | +39.6% | +16.0% |
| YTD | +5.5% | +13.5% | -7.9% | +0.3% |
| 1Y | -4.6% | +23.7% | -28.3% | -10.8% |
| All | -4.6% | +20.8% | -25.4% | -10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling