+133.6%
HOOD vs JBL
+355.7%
-222.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.4% | -4.2% | -4.1% |
| 7D | +3.8% | +10.0% | -6.2% | -2.0% |
| 30D | -26.4% | -18.2% | -8.2% | -16.9% |
| 3M | -14.3% | -29.0% | +14.7% | +4.3% |
| 6M | +3.9% | -25.9% | +29.8% | +20.2% |
| YTD | -28.1% | +14.1% | -42.2% | -38.7% |
| 1Y | -38.8% | +21.7% | -60.5% | -50.1% |
| 3Y | +888.5% | +103.8% | +784.6% | +452.7% |
| 5Y | +131.0% | +310.0% | -179.0% | -32.4% |
| All | +133.6% | +355.7% | -222.1% | -26.0% |
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