+129.2%
HPE vs JCI
+37.7%
+91.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.9% | -6.4% | -5.9% |
| 7D | -0.6% | +3.8% | -4.4% | -3.5% |
| 30D | -2.3% | -5.7% | +3.4% | +1.9% |
| 3M | -2.9% | -1.4% | -1.5% | -2.1% |
| 6M | +143.6% | +4.1% | +139.4% | +133.7% |
| YTD | +118.5% | +21.7% | +96.8% | +90.8% |
| 1Y | +129.2% | +36.1% | +93.1% | +88.3% |
| All | +129.2% | +37.7% | +91.5% | +88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 JCI 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