+388.3%
JBL vs HIG
+118.8%
+269.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -2.9% | -2.8% |
| 7D | -1.0% | -2.3% | +1.3% | -0.2% |
| 30D | -15.1% | -1.2% | -13.9% | -14.8% |
| 3M | -14.0% | +6.3% | -20.3% | -16.8% |
| 6M | +20.6% | +0.6% | +20.0% | +19.0% |
| YTD | +32.9% | +0.6% | +32.3% | +30.8% |
| 1Y | +40.5% | +6.1% | +34.4% | +34.3% |
| 3Y | +183.7% | +102.0% | +81.8% | +83.2% |
| 5Y | +388.3% | +119.2% | +269.1% | +185.3% |
| All | +388.3% | +118.8% | +269.6% | +185.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling