+74.9%
HL vs JBL
+42,879.2%
-42,804.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.6% | -1.1% |
| 7D | +7.1% | +4.4% | +2.7% | +6.5% |
| 30D | +21.4% | -8.4% | +29.9% | +22.7% |
| 3M | +37.4% | -14.2% | +51.6% | +39.9% |
| 6M | +0.4% | +29.6% | -29.2% | -2.9% |
| YTD | +6.7% | +37.1% | -30.4% | +2.5% |
| 1Y | +102.4% | +49.5% | +52.9% | +92.3% |
| 3Y | +417.4% | +192.7% | +224.7% | +347.2% |
| 5Y | +243.3% | +411.3% | -168.0% | +178.0% |
| 10Y | +242.6% | +1,447.6% | -1,205.1% | +148.2% |
| All | +74.9% | +42,879.2% | -42,804.3% | +34.1% |
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