+42,044.7%
JBL vs HRB
+1,391.5%
+40,653.2%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.2% |
| 7D | +4.0% | -10.6% | +14.6% | +7.9% |
| 30D | -7.5% | -0.8% | -6.7% | -8.1% |
| 3M | -14.1% | +19.1% | -33.1% | -20.8% |
| 6M | +25.9% | +48.7% | -22.8% | +4.1% |
| YTD | +36.7% | +7.1% | +29.6% | +26.0% |
| 1Y | +49.0% | -8.3% | +57.3% | +44.6% |
| 3Y | +191.8% | +25.8% | +165.9% | +144.2% |
| 5Y | +409.8% | +111.1% | +298.7% | +239.4% |
| 10Y | +1,509.2% | +206.6% | +1,302.6% | +743.5% |
| All | +42,044.7% | +1,391.5% | +40,653.2% | +16,252.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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