+1.5%
HON vs JBL
+409.3%
-407.9%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.0% | -5.0% | -0.9% |
| 7D | -3.5% | +2.4% | -5.9% | -3.9% |
| 30D | -13.8% | -13.1% | -0.6% | -11.6% |
| 3M | -11.7% | -15.6% | +3.9% | -9.4% |
| 6M | -18.7% | +24.6% | -43.3% | -23.3% |
| YTD | +0.2% | +39.6% | -39.4% | -7.9% |
| 1Y | -3.1% | +48.6% | -51.7% | -12.6% |
| 3Y | +17.0% | +197.3% | -180.3% | -15.0% |
| All | +1.5% | +409.3% | -407.9% | -42.3% |
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