+571.9%
HPE vs JCI
+426.3%
+145.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.3% | -1.5% | -2.2% |
| 7D | +7.9% | +3.2% | +4.7% | +5.8% |
| 30D | -23.5% | -8.6% | -14.9% | -18.2% |
| 3M | -19.1% | -7.7% | -11.3% | -13.6% |
| 6M | +51.4% | -2.6% | +54.0% | +56.5% |
| YTD | +103.4% | +17.4% | +86.1% | +86.7% |
| 1Y | +114.4% | +16.9% | +97.5% | +97.3% |
| 3Y | +224.7% | +186.7% | +37.9% | +72.0% |
| 5Y | +277.8% | +95.4% | +182.4% | +145.0% |
| 10Y | +371.1% | +292.7% | +78.3% | +83.2% |
| All | +571.9% | +426.3% | +145.6% | +135.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling