+18.7%
HPQ vs JBL
+52.3%
-33.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +2.1% |
| 7D | +6.9% | +3.0% | +3.9% | +6.7% |
| 30D | +14.4% | -8.3% | +22.7% | +15.0% |
| 3M | +25.6% | -16.9% | +42.5% | +28.0% |
| 6M | +75.0% | +21.8% | +53.3% | +67.3% |
| YTD | +50.7% | +36.3% | +14.4% | +39.5% |
| 1Y | +18.7% | +49.5% | -30.9% | +4.9% |
| All | +18.7% | +52.3% | -33.7% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 1y: compounded portfolio wealth divided by compounded JBL 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…
1y analysis · Full analysis span regression · 6 months rolling