+563.1%
HPE vs JBL
+1,558.3%
-995.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +5.0% | +7.4% | +9.7% |
| 7D | +19.4% | +2.4% | +17.0% | +18.2% |
| 30D | +5.6% | -13.1% | +18.7% | +14.0% |
| 3M | +33.1% | -15.6% | +48.6% | +45.5% |
| 6M | +192.5% | +24.6% | +167.9% | +159.9% |
| YTD | +160.9% | +39.6% | +121.3% | +116.2% |
| 1Y | +155.0% | +48.6% | +106.3% | +102.4% |
| 3Y | +289.4% | +197.3% | +92.1% | +102.6% |
| 5Y | +395.7% | +413.0% | -17.3% | +86.3% |
| All | +563.1% | +1,558.3% | -995.2% | +40.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling