+310.0%
JBL vs HDB
-22.9%
+332.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.8% |
| 7D | +10.0% | +4.1% | +5.9% | +8.6% |
| 30D | -18.2% | +13.0% | -31.2% | -21.7% |
| 3M | -29.0% | +11.3% | -40.2% | -31.8% |
| 6M | -25.9% | +6.9% | -32.8% | -28.5% |
| YTD | +14.1% | -29.6% | +43.7% | +28.0% |
| 1Y | +21.7% | -29.5% | +51.2% | +36.3% |
| 3Y | +103.8% | -8.1% | +112.0% | +99.5% |
| 5Y | +310.0% | -23.4% | +333.4% | +320.9% |
| All | +310.0% | -22.9% | +332.9% | +320.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling