+409.8%
JBL vs HDB
-38.7%
+448.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.3% |
| 7D | +4.0% | -4.9% | +8.9% | +5.7% |
| 30D | -7.5% | -5.8% | -1.6% | -5.8% |
| 3M | -14.1% | -5.2% | -8.9% | -13.6% |
| 6M | +25.9% | -25.7% | +51.6% | +38.1% |
| YTD | +36.7% | -39.6% | +76.2% | +61.7% |
| 1Y | +49.0% | -36.9% | +85.9% | +73.1% |
| 3Y | +191.8% | -29.7% | +221.5% | +218.6% |
| 5Y | +409.8% | -37.8% | +447.5% | +454.8% |
| All | +409.8% | -38.7% | +448.5% | +454.8% |
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