+51.4%
HPE vs JCI
-1.0%
+52.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.3% | -1.5% | -1.1% |
| 7D | +7.9% | +3.2% | +4.7% | +4.1% |
| 30D | -23.5% | -8.6% | -14.9% | -14.7% |
| 3M | -19.1% | -7.7% | -11.3% | -10.3% |
| 6M | +51.4% | -2.6% | +54.0% | +57.0% |
| All | +51.4% | -1.0% | +52.4% | +57.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling