+677.7%
HPE vs JBL
+1,377.4%
-699.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +0.6% | +7.2% | +7.4% |
| 7D | +10.1% | +4.4% | +5.7% | +7.6% |
| 30D | +5.3% | -8.4% | +13.7% | +10.1% |
| 3M | +12.7% | -14.2% | +26.8% | +21.9% |
| 6M | +167.7% | +29.6% | +138.1% | +132.1% |
| YTD | +135.5% | +37.1% | +98.4% | +96.2% |
| 1Y | +143.4% | +49.5% | +93.9% | +91.7% |
| 3Y | +249.2% | +192.7% | +56.5% | +81.7% |
| 5Y | +343.8% | +411.3% | -67.5% | +65.4% |
| 10Y | +495.9% | +1,447.6% | -951.7% | +14.6% |
| All | +677.7% | +1,377.4% | -699.7% | +51.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling