+243.8%
HPQ vs JBL
+1,558.3%
-1,314.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +5.0% | +3.4% | +6.2% |
| 7D | +9.8% | +2.4% | +7.3% | +8.7% |
| 30D | +22.4% | -13.1% | +35.5% | +29.4% |
| 3M | +45.2% | -15.6% | +60.7% | +53.2% |
| 6M | +96.4% | +24.6% | +71.9% | +70.2% |
| YTD | +65.4% | +39.6% | +25.8% | +33.9% |
| 1Y | +31.6% | +48.6% | -17.0% | +2.3% |
| 3Y | +37.0% | +197.3% | -160.2% | -30.5% |
| 5Y | +53.0% | +413.0% | -360.0% | -43.9% |
| All | +243.8% | +1,558.3% | -1,314.5% | -24.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling