+390.3%
HWM vs JBL
+189.2%
+201.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -8.0% | +4.0% | -12.0% | -9.1% |
| 30D | -18.0% | -7.5% | -10.5% | -16.5% |
| 3M | -9.5% | -14.1% | +4.6% | -6.3% |
| 6M | -8.4% | +25.9% | -34.3% | -16.4% |
| YTD | +13.6% | +36.7% | -23.0% | +0.7% |
| 1Y | +30.2% | +49.0% | -18.8% | +11.7% |
| All | +390.3% | +189.2% | +201.1% | +253.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling