+1,497.0%
HWM vs JBL
+1,167.5%
+329.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | +0.1% |
| 7D | +7.3% | +6.3% | +1.0% | +4.1% |
| 30D | +1.6% | -13.5% | +15.1% | +8.8% |
| 3M | -21.9% | -31.3% | +9.5% | -7.4% |
| 6M | -19.0% | -28.4% | +9.4% | -7.6% |
| YTD | +7.9% | +11.6% | -3.6% | -4.2% |
| 1Y | +9.9% | +26.1% | -16.2% | -8.9% |
| 3Y | +342.1% | +97.4% | +244.8% | +164.6% |
| 5Y | +600.8% | +301.0% | +299.8% | +154.1% |
| 10Y | +1,493.8% | +1,151.1% | +342.7% | +216.3% |
| All | +1,497.0% | +1,167.5% | +329.6% | +216.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling