+563.1%
HPE vs JCI
+348.5%
+214.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +2.2% | +10.2% | +11.0% |
| 7D | +19.4% | +0.7% | +18.7% | +19.1% |
| 30D | +5.6% | -4.4% | +10.1% | +8.9% |
| 3M | +33.1% | +1.7% | +31.4% | +31.8% |
| 6M | +192.5% | +8.8% | +183.7% | +178.1% |
| YTD | +160.9% | +22.6% | +138.3% | +129.7% |
| 1Y | +155.0% | +36.2% | +118.7% | +109.7% |
| 3Y | +289.4% | +168.0% | +121.4% | +110.2% |
| 5Y | +395.7% | +113.5% | +282.2% | +197.4% |
| All | +563.1% | +348.5% | +214.6% | +130.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling