+101.8%
JBL vs HDB
-7.9%
+109.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.6% |
| 7D | +10.0% | +4.1% | +5.9% | +9.2% |
| 30D | -18.2% | +13.0% | -31.2% | -20.3% |
| 3M | -29.0% | +11.3% | -40.2% | -30.7% |
| 6M | -25.9% | +6.9% | -32.8% | -27.6% |
| YTD | +14.1% | -29.6% | +43.7% | +21.3% |
| 1Y | +21.7% | -29.5% | +51.2% | +29.2% |
| All | +101.8% | -7.9% | +109.7% | +117.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling