Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • JBL vs HAS✓SelectedUSD · HASJBL vs HAS performance historyLatest closeAs of+1.52%09/04
Stock and ETF performance explorer

JBL vs HAS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+400.7%
HAS return
+13.4%
Excess return
+387.3%
Maximum drawdown
-36.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioHASExcessAlpha
1D+1.5%-0.5%+2.0%+1.7%
7D+3.0%-1.8%+4.8%+3.7%
30D-8.3%+2.3%-10.5%-9.0%
3M-16.9%+10.4%-27.3%-20.1%
6M+21.8%-3.2%+25.0%+21.9%
YTD+36.3%+15.4%+20.9%+27.3%
1Y+49.5%+18.8%+30.7%+38.0%
3Y+170.6%+43.9%+126.7%+128.6%
All+400.7%+13.4%+387.3%+415.0%

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 5y: 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…

5y analysis · Full analysis span regression · 6 months rolling