+269.4%
HPE vs JCI
+163.4%
+106.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.0% | +6.1% | +5.8% |
| 7D | +13.6% | +4.1% | +9.6% | +10.3% |
| 30D | +7.7% | -3.8% | +11.6% | +10.7% |
| 3M | +22.4% | -1.6% | +24.0% | +23.7% |
| 6M | +172.6% | +9.5% | +163.1% | +155.2% |
| YTD | +147.5% | +21.7% | +125.8% | +114.7% |
| 1Y | +151.8% | +37.1% | +114.6% | +100.4% |
| All | +269.4% | +163.4% | +106.0% | +91.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling