+225.0%
HPE vs JD
-4.6%
+229.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.9% | -6.4% | -4.8% |
| 7D | -0.6% | -1.7% | +1.1% | -0.4% |
| 30D | -2.3% | -13.2% | +10.9% | -0.3% |
| 3M | -2.9% | -3.2% | +0.3% | -2.7% |
| 6M | +143.6% | +15.2% | +128.3% | +136.6% |
| YTD | +118.5% | +2.0% | +116.5% | +116.3% |
| 1Y | +129.2% | -5.4% | +134.6% | +129.3% |
| All | +225.0% | -4.6% | +229.6% | +219.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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