+175.3%
HOOD vs JBL
+390.6%
-215.3%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +32.6% |
| 3M | +31.2% | -14.0% | +45.3% | +41.2% |
| 6M | +44.3% | +20.6% | +23.7% | +21.4% |
| YTD | +0.2% | +32.9% | -32.7% | -21.8% |
| 1Y | -3.5% | +40.5% | -44.0% | -28.1% |
| 3Y | +955.2% | +183.7% | +771.5% | +357.0% |
| 5Y | +175.3% | +388.3% | -213.1% | -30.3% |
| All | +175.3% | +390.6% | -215.3% | -30.3% |
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