+132.3%
HON vs JBL
+1,558.3%
-1,426.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.0% | -5.0% | -1.4% |
| 7D | -3.5% | +2.4% | -5.9% | -4.2% |
| 30D | -13.8% | -13.1% | -0.6% | -10.2% |
| 3M | -11.7% | -15.6% | +3.9% | -8.1% |
| 6M | -18.7% | +24.6% | -43.3% | -25.9% |
| YTD | +0.2% | +39.6% | -39.4% | -12.5% |
| 1Y | -3.1% | +48.6% | -51.7% | -17.9% |
| 3Y | +17.0% | +197.3% | -180.3% | -27.8% |
| 5Y | +2.0% | +413.0% | -411.0% | -51.6% |
| All | +132.3% | +1,558.3% | -1,426.0% | -31.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling