+89.1%
JBL vs HAS
+181.4%
-92.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.3% |
| 7D | -12.3% | -0.2% | -12.2% | -12.3% |
| 30D | -20.2% | +31.0% | -51.2% | -26.6% |
| 3M | -30.6% | +30.7% | -61.3% | -36.2% |
| 6M | -35.8% | +23.9% | -59.7% | -40.4% |
| YTD | +4.9% | +48.3% | -43.4% | -9.2% |
| 1Y | +11.3% | +60.2% | -48.9% | -6.3% |
| 3Y | +89.1% | +189.2% | -100.1% | +31.3% |
| All | +89.1% | +181.4% | -92.3% | +31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling