+634.9%
HLT vs JBL
+1,729.6%
-1,094.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.0% | -5.1% | -1.8% |
| 7D | -1.6% | +2.4% | -4.0% | -2.5% |
| 30D | -5.0% | -13.1% | +8.1% | -0.5% |
| 3M | -10.4% | -15.6% | +5.2% | -6.1% |
| 6M | +3.2% | +24.6% | -21.3% | -7.8% |
| YTD | +6.7% | +39.6% | -32.9% | -9.4% |
| 1Y | +10.3% | +48.6% | -38.3% | -9.8% |
| 3Y | +99.3% | +197.3% | -97.9% | +15.1% |
| 5Y | +143.7% | +413.0% | -269.3% | +8.1% |
| 10Y | +584.7% | +1,543.9% | -959.2% | +83.9% |
| All | +634.9% | +1,729.6% | -1,094.6% | +88.9% |
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