+1,053.3%
JBL vs HDB
+4,259.4%
-3,206.1%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.4% |
| 7D | +6.3% | +2.7% | +3.6% | +5.2% |
| 30D | -13.5% | +14.1% | -27.6% | -18.4% |
| 3M | -31.3% | +11.8% | -43.2% | -34.8% |
| 6M | -28.4% | +8.2% | -36.6% | -31.7% |
| 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% | +94.4% |
| 5Y | +301.0% | -23.1% | +324.1% | +319.6% |
| 10Y | +1,151.1% | +63.7% | +1,087.4% | +811.2% |
| All | +1,053.3% | +4,259.4% | -3,206.1% | +167.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling