+131.0%
HOOD vs JBL
+307.7%
-176.7%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.4% | -4.2% | -4.1% |
| 7D | +3.8% | +10.0% | -6.2% | -2.1% |
| 30D | -26.4% | -18.2% | -8.2% | -16.7% |
| 3M | -14.3% | -29.0% | +14.7% | +4.7% |
| 6M | +3.9% | -25.9% | +29.8% | +20.4% |
| YTD | -28.1% | +14.1% | -42.2% | -39.0% |
| 1Y | -38.8% | +21.7% | -60.5% | -50.4% |
| 3Y | +888.5% | +103.8% | +784.6% | +441.1% |
| 5Y | +131.0% | +310.0% | -179.0% | -38.4% |
| All | +131.0% | +307.7% | -176.7% | -38.4% |
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