+225.5%
HOOD vs JBL
+430.8%
-205.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.8% | +1.1% | 0.0% |
| 7D | -9.1% | -1.0% | -8.1% | -8.6% |
| 30D | +20.1% | -15.1% | +35.1% | +32.3% |
| 3M | +31.2% | -14.0% | +45.3% | +41.1% |
| 6M | +44.3% | +20.6% | +23.7% | +21.9% |
| YTD | +0.2% | +32.9% | -32.7% | -21.4% |
| 1Y | -3.5% | +40.5% | -44.0% | -27.6% |
| 3Y | +955.2% | +183.7% | +771.5% | +369.2% |
| 5Y | +175.3% | +388.3% | -213.1% | -29.6% |
| All | +225.5% | +430.8% | -205.3% | -5.1% |
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 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