+1,525.1%
JBL vs HIG
+313.7%
+1,211.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.3% | +5.4% | +5.2% |
| 7D | +2.4% | -1.5% | +3.9% | +3.1% |
| 30D | -13.1% | -0.4% | -12.8% | -13.1% |
| 3M | -15.6% | +6.7% | -22.3% | -19.0% |
| 6M | +24.6% | +2.0% | +22.6% | +21.5% |
| YTD | +39.6% | +0.3% | +39.3% | +36.8% |
| 1Y | +48.6% | +4.2% | +44.4% | +42.2% |
| 3Y | +197.3% | +102.2% | +95.0% | +95.3% |
| 5Y | +413.0% | +118.5% | +294.5% | +219.7% |
| All | +1,525.1% | +313.7% | +1,211.4% | +612.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling