+210.2%
HD vs JBL
+1,455.1%
-1,244.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.0% |
| 7D | -1.8% | +4.0% | -5.8% | -2.9% |
| 30D | -10.8% | -7.5% | -3.4% | -9.2% |
| 3M | -2.7% | -14.1% | +11.4% | +0.4% |
| 6M | -10.3% | +25.9% | -36.2% | -18.1% |
| YTD | -7.8% | +36.7% | -44.5% | -18.4% |
| 1Y | -23.1% | +49.0% | -72.1% | -34.4% |
| 3Y | +2.0% | +191.8% | -189.8% | -34.6% |
| 5Y | +6.2% | +409.8% | -403.6% | -46.4% |
| 10Y | +210.2% | +1,509.2% | -1,299.1% | +0.6% |
| All | +210.2% | +1,455.1% | -1,244.9% | +0.6% |
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