+116.4%
HPE vs JBL
+20.8%
+95.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -4.8% | -0.8% | -2.7% |
| 7D | -17.0% | -11.1% | -5.8% | -10.6% |
| 30D | -26.7% | -14.1% | -12.6% | -19.4% |
| 3M | -4.1% | -23.9% | +19.8% | +12.2% |
| 6M | +75.4% | -24.1% | +99.5% | +106.5% |
| YTD | +111.0% | +13.5% | +97.5% | +107.2% |
| 1Y | +116.4% | +23.7% | +92.7% | +100.3% |
| All | +116.4% | +20.8% | +95.6% | +100.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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