+340.8%
HPE vs JBL
+390.6%
-49.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.8% | -3.5% | -4.8% |
| 7D | +1.4% | -1.0% | +2.5% | +2.0% |
| 30D | +1.5% | -15.1% | +16.6% | +10.7% |
| 3M | +21.7% | -14.0% | +35.8% | +31.4% |
| 6M | +164.2% | +20.6% | +143.5% | +139.7% |
| YTD | +132.1% | +32.9% | +99.2% | +98.5% |
| 1Y | +130.6% | +40.5% | +90.1% | +89.9% |
| 3Y | +244.1% | +183.7% | +60.4% | +86.4% |
| 5Y | +340.8% | +388.3% | -47.5% | +67.2% |
| All | +340.8% | +390.6% | -49.8% | +67.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling