+228.7%
HL vs JBL
+409.3%
-180.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.0% | -6.2% | -3.3% |
| 7D | -4.4% | +2.4% | -6.8% | -5.4% |
| 30D | +9.3% | -13.1% | +22.4% | +15.4% |
| 3M | +32.0% | -15.6% | +47.6% | +39.8% |
| 6M | -6.4% | +24.6% | -31.0% | -15.3% |
| YTD | +3.1% | +39.6% | -36.5% | -10.8% |
| 1Y | +77.6% | +48.6% | +28.9% | +49.4% |
| 3Y | +392.8% | +197.3% | +195.6% | +189.2% |
| All | +228.7% | +409.3% | -180.7% | +37.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling