+655.5%
HWM vs JBL
+405.9%
+249.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | +0.6% | -11.3% | -10.9% |
| 7D | -9.2% | +4.4% | -13.6% | -10.6% |
| 30D | -17.9% | -8.4% | -9.4% | -15.6% |
| 3M | -6.0% | -14.2% | +8.1% | -1.8% |
| 6M | -7.4% | +29.6% | -37.0% | -18.4% |
| YTD | +13.1% | +37.1% | -24.0% | -3.1% |
| 1Y | +29.3% | +49.5% | -20.2% | +6.1% |
| 3Y | +389.9% | +192.7% | +197.2% | +185.6% |
| 5Y | +655.5% | +411.3% | +244.2% | +206.0% |
| All | +655.5% | +405.9% | +249.7% | +206.0% |
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