+1,547.2%
HWM vs JBL
+1,409.5%
+137.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.8% | +0.7% | -0.7% |
| 7D | -12.5% | -1.0% | -11.5% | -12.1% |
| 30D | -19.0% | -15.1% | -3.9% | -12.6% |
| 3M | -8.6% | -14.0% | +5.4% | -3.2% |
| 6M | -10.2% | +20.6% | -30.8% | -21.5% |
| YTD | +11.3% | +32.9% | -21.6% | -8.4% |
| 1Y | +24.3% | +40.5% | -16.3% | -2.0% |
| 3Y | +382.3% | +183.7% | +198.5% | +134.3% |
| 5Y | +640.6% | +388.3% | +252.3% | +144.5% |
| All | +1,547.2% | +1,409.5% | +137.7% | +202.8% |
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