+348.5%
HWM vs JBL
+103.8%
+244.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.6% | -1.4% | +1.1% |
| 7D | +5.0% | +0.1% | +4.8% | +4.9% |
| 30D | +1.5% | -17.0% | +18.5% | +7.2% |
| 3M | -20.3% | -27.4% | +7.1% | -12.9% |
| 6M | -18.0% | -29.1% | +11.1% | -10.5% |
| YTD | +9.5% | +13.6% | -4.1% | +0.8% |
| 1Y | +7.5% | +22.8% | -15.3% | -3.8% |
| All | +348.5% | +103.8% | +244.7% | +234.7% |
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