+5,996.9%
HD vs JBL
+42,637.0%
-36,640.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.7% |
| 7D | -2.1% | +3.0% | -5.1% | -2.5% |
| 30D | -8.4% | -8.3% | -0.2% | -7.3% |
| 3M | +4.3% | -16.9% | +21.2% | +6.8% |
| 6M | -11.1% | +21.8% | -32.9% | -14.8% |
| YTD | -4.7% | +36.3% | -41.0% | -10.4% |
| 1Y | -19.8% | +49.5% | -69.3% | -26.1% |
| 3Y | +4.1% | +170.6% | -166.5% | -14.8% |
| 5Y | +10.3% | +408.4% | -398.1% | -19.0% |
| 10Y | +203.2% | +1,450.4% | -1,247.2% | +84.7% |
| All | +5,996.9% | +42,637.0% | -36,640.2% | +2,538.2% |
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