-23.1%
HD vs JBL
+49.3%
-72.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.0% |
| 7D | -1.8% | +4.0% | -5.8% | -2.1% |
| 30D | -10.8% | -7.5% | -3.4% | -10.5% |
| 3M | -2.7% | -14.1% | +11.4% | -1.9% |
| 6M | -10.3% | +25.9% | -36.2% | -13.3% |
| YTD | -7.8% | +36.7% | -44.5% | -11.3% |
| 1Y | -23.1% | +49.0% | -72.1% | -26.8% |
| All | -23.1% | +49.3% | -72.4% | -26.8% |
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