+26.4%
HPQ vs JBL
+181.3%
-154.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.8% | +3.8% | +1.6% |
| 7D | +3.5% | -1.0% | +4.5% | +3.7% |
| 30D | +13.7% | -15.1% | +28.8% | +17.5% |
| 3M | +33.9% | -14.0% | +47.9% | +37.2% |
| 6M | +80.9% | +20.6% | +60.3% | +67.6% |
| YTD | +52.6% | +32.9% | +19.7% | +36.3% |
| 1Y | +21.2% | +40.5% | -19.3% | +5.8% |
| All | +26.4% | +181.3% | -154.8% | -9.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling