+1,520.0%
HWM vs JBL
+1,190.6%
+329.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.6% | -1.4% | +0.5% |
| 7D | +5.0% | +0.1% | +4.8% | +4.9% |
| 30D | +1.5% | -17.0% | +18.5% | +10.7% |
| 3M | -20.3% | -27.4% | +7.1% | -8.2% |
| 6M | -18.0% | -29.1% | +11.1% | -6.0% |
| YTD | +9.5% | +13.6% | -4.1% | -3.7% |
| 1Y | +7.5% | +22.8% | -15.3% | -9.7% |
| 3Y | +355.7% | +103.0% | +252.6% | +168.6% |
| 5Y | +610.2% | +307.4% | +302.8% | +155.7% |
| 10Y | +1,516.8% | +1,173.9% | +342.8% | +218.1% |
| All | +1,520.0% | +1,190.6% | +329.4% | +218.2% |
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