+30.0%
HD vs JBL
+98.7%
-68.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.6% |
| 7D | +5.2% | -8.1% | +13.2% | +6.0% |
| 30D | +20.7% | -18.4% | +39.2% | +23.0% |
| 3M | +0.8% | -25.8% | +26.6% | +3.5% |
| 6M | +12.2% | -29.6% | +41.8% | +15.5% |
| YTD | +4.2% | +9.6% | -5.4% | +0.4% |
| 1Y | -2.6% | +14.1% | -16.6% | -6.8% |
| 3Y | +30.0% | +95.9% | -65.9% | +10.5% |
| All | +30.0% | +98.7% | -68.7% | +10.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling