+42,174.6%
JBL vs BHP
+5,252.2%
+36,922.4%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.2% | -0.3% |
| 7D | +4.4% | +1.3% | +3.1% | +3.8% |
| 30D | -8.4% | +4.0% | -12.4% | -10.4% |
| 3M | -14.2% | +12.3% | -26.5% | -19.1% |
| 6M | +29.6% | +30.8% | -1.2% | +13.9% |
| YTD | +37.1% | +58.8% | -21.7% | +9.5% |
| 1Y | +49.5% | +76.8% | -27.4% | +13.3% |
| 3Y | +192.7% | +87.5% | +105.2% | +111.8% |
| 5Y | +411.3% | +123.9% | +287.5% | +228.6% |
| 10Y | +1,447.6% | +504.4% | +943.2% | +515.8% |
| All | +42,174.6% | +5,252.2% | +36,922.4% | +8,188.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling