-29.8%
HPE vs JCI
-9.7%
-20.1%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.3% | -1.5% | -0.9% |
| 7D | +7.9% | +3.2% | +4.7% | +3.9% |
| 30D | -23.5% | -8.6% | -14.9% | -14.0% |
| All | -29.8% | -9.7% | -20.1% | -18.4% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling