+48.6%
JBL vs HBM
+97.2%
-48.6%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.5% | +5.5% | +5.2% |
| 7D | +2.4% | -3.3% | +5.7% | +3.4% |
| 30D | -13.1% | -4.8% | -8.3% | -12.1% |
| 3M | -15.6% | -0.4% | -15.2% | -16.8% |
| 6M | +24.6% | +17.9% | +6.7% | +14.3% |
| YTD | +39.6% | +33.7% | +5.9% | +22.0% |
| 1Y | +48.6% | +95.6% | -47.0% | +20.4% |
| All | +48.6% | +97.2% | -48.6% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 1y: compounded portfolio wealth divided by compounded HBM 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…
1y analysis · Full analysis span regression · 6 months rolling