+155.0%
HPE vs JBL
+47.2%
+107.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +5.0% | +7.4% | +9.6% |
| 7D | +19.4% | +2.4% | +17.0% | +18.1% |
| 30D | +5.6% | -13.1% | +18.7% | +13.7% |
| 3M | +33.1% | -15.6% | +48.6% | +44.6% |
| 6M | +192.5% | +24.6% | +167.9% | +169.9% |
| YTD | +160.9% | +39.6% | +121.3% | +130.2% |
| 1Y | +155.0% | +48.6% | +106.3% | +117.6% |
| All | +155.0% | +47.2% | +107.8% | +117.6% |
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