+1,148.2%
JBL vs HDB
+63.5%
+1,084.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.4% |
| 7D | +6.3% | +2.7% | +3.6% | +5.3% |
| 30D | -13.5% | +14.1% | -27.6% | -18.2% |
| 3M | -31.3% | +11.8% | -43.2% | -34.6% |
| 6M | -28.4% | +8.2% | -36.6% | -31.6% |
| YTD | +11.6% | -29.3% | +40.9% | +26.2% |
| 1Y | +26.1% | -28.8% | +54.9% | +42.1% |
| 3Y | +97.4% | -7.5% | +104.8% | +93.7% |
| 5Y | +301.0% | -23.1% | +324.1% | +317.6% |
| All | +1,148.2% | +63.5% | +1,084.7% | +962.0% |
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