+23.7%
JBL vs HIG
+12.7%
+11.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +2.4% | -7.2% | -3.6% |
| 7D | -11.1% | +6.2% | -17.3% | -8.3% |
| 30D | -14.1% | +9.4% | -23.5% | -10.4% |
| 3M | -23.9% | -2.3% | -21.6% | -25.3% |
| 6M | -24.1% | +4.2% | -28.3% | -22.5% |
| YTD | +13.5% | +1.6% | +11.9% | +16.3% |
| 1Y | +23.7% | +9.9% | +13.8% | +28.2% |
| All | +23.7% | +12.7% | +11.0% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 1y: compounded portfolio wealth divided by compounded HIG 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…
1y analysis · Full analysis span regression · 6 months rolling