+1,308.8%
JBL vs HDB
+3,812.1%
-2,503.3%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.7% |
| 7D | +3.0% | +0.4% | +2.6% | +2.8% |
| 30D | -8.3% | -2.8% | -5.5% | -7.4% |
| 3M | -16.9% | -3.5% | -13.4% | -16.5% |
| 6M | +21.8% | -24.7% | +46.5% | +34.9% |
| YTD | +36.3% | -36.6% | +72.9% | +61.7% |
| 1Y | +49.5% | -34.4% | +83.9% | +74.5% |
| 3Y | +170.6% | -24.4% | +195.0% | +190.2% |
| 5Y | +408.4% | -35.4% | +443.7% | +472.6% |
| 10Y | +1,450.4% | +39.5% | +1,410.8% | +1,109.5% |
| All | +1,308.8% | +3,812.1% | -2,503.3% | +242.3% |
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