+1,148.2%
JBL vs HAS
+97.5%
+1,050.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.9% |
| 7D | +6.3% | +1.4% | +5.0% | +5.8% |
| 30D | -13.5% | +26.3% | -39.8% | -21.5% |
| 3M | -31.3% | +25.6% | -56.9% | -37.6% |
| 6M | -28.4% | +30.3% | -58.7% | -36.5% |
| YTD | +11.6% | +50.4% | -38.8% | -7.4% |
| 1Y | +26.1% | +57.7% | -31.6% | +2.6% |
| 3Y | +97.4% | +213.4% | -116.0% | +16.5% |
| 5Y | +301.0% | +49.1% | +251.9% | +220.5% |
| All | +1,148.2% | +97.5% | +1,050.7% | +768.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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