+1,525.1%
JBL vs BHP
+496.8%
+1,028.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.2% | +5.3% | +5.2% |
| 7D | +2.4% | -3.6% | +6.0% | +4.5% |
| 30D | -13.1% | -1.2% | -11.9% | -12.9% |
| 3M | -15.6% | +1.2% | -16.8% | -16.8% |
| 6M | +24.6% | +21.4% | +3.2% | +11.3% |
| YTD | +39.6% | +50.4% | -10.8% | +10.3% |
| 1Y | +48.6% | +67.5% | -18.9% | +10.4% |
| 3Y | +197.3% | +72.8% | +124.4% | +111.3% |
| 5Y | +413.0% | +112.6% | +300.4% | +205.9% |
| All | +1,525.1% | +496.8% | +1,028.2% | +468.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 10y: compounded portfolio wealth divided by compounded BHP 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…
10y analysis · Full analysis span regression · 6 months rolling