+99.3%
HLT vs JBL
+195.4%
-96.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.0% | -5.1% | -1.0% |
| 7D | -1.6% | +2.4% | -4.0% | -2.1% |
| 30D | -5.0% | -13.1% | +8.1% | -2.6% |
| 3M | -10.4% | -15.6% | +5.2% | -7.9% |
| 6M | +3.2% | +24.6% | -21.3% | -3.5% |
| YTD | +6.7% | +39.6% | -32.9% | -3.1% |
| 1Y | +10.3% | +48.6% | -38.3% | -1.9% |
| 3Y | +99.3% | +197.3% | -97.9% | +47.2% |
| All | +99.3% | +195.4% | -96.1% | +47.2% |
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 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