+1,727.5%
HPQ vs JBL
+42,879.2%
-41,151.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.6% | -5.1% | -4.6% |
| 7D | -0.5% | +4.4% | -4.9% | -1.5% |
| 30D | +3.7% | -8.4% | +12.2% | +5.6% |
| 3M | +24.3% | -14.2% | +38.5% | +27.5% |
| 6M | +64.8% | +29.6% | +35.1% | +51.7% |
| YTD | +43.9% | +37.1% | +6.8% | +30.0% |
| 1Y | +11.7% | +49.5% | -37.8% | -1.7% |
| 3Y | +19.7% | +192.7% | -173.0% | -12.7% |
| 5Y | +32.2% | +411.3% | -379.1% | -15.6% |
| 10Y | +198.9% | +1,447.6% | -1,248.7% | +46.8% |
| All | +1,727.5% | +42,879.2% | -41,151.7% | +518.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling