+151.7%
HYG vs JBL
+1,811.3%
-1,659.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.0% | -5.1% | -0.6% |
| 7D | -0.7% | +2.4% | -3.1% | -1.0% |
| 30D | -0.7% | -13.1% | +12.4% | +0.8% |
| 3M | -0.2% | -15.6% | +15.4% | +1.4% |
| 6M | +1.4% | +24.6% | -23.1% | -1.9% |
| YTD | +1.5% | +39.6% | -38.1% | -3.4% |
| 1Y | +2.9% | +48.6% | -45.7% | -3.0% |
| 3Y | +25.6% | +197.3% | -171.6% | +6.7% |
| 5Y | +18.6% | +413.0% | -394.4% | -6.9% |
| 10Y | +55.7% | +1,543.9% | -1,488.2% | +2.9% |
| All | +151.7% | +1,811.3% | -1,659.6% | +36.7% |
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 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