+1,447.0%
JBL vs HDB
+32.9%
+1,414.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.7% | -2.3% |
| 7D | -1.0% | -6.2% | +5.2% | +1.4% |
| 30D | -15.1% | -6.2% | -8.8% | -13.1% |
| 3M | -14.0% | -5.9% | -8.2% | -13.0% |
| 6M | +20.6% | -25.9% | +46.5% | +34.1% |
| YTD | +32.9% | -40.2% | +73.1% | +61.0% |
| 1Y | +40.5% | -38.0% | +78.5% | +67.3% |
| 3Y | +183.7% | -30.5% | +214.2% | +213.8% |
| 5Y | +388.3% | -38.1% | +426.5% | +455.9% |
| All | +1,447.0% | +32.9% | +1,414.1% | +1,292.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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