+25.1%
HPQ vs JCI
+163.4%
-138.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.0% | +5.9% | +5.2% |
| 7D | +2.2% | +4.1% | -1.8% | +0.9% |
| 30D | +9.7% | -3.8% | +13.6% | +10.9% |
| 3M | +32.7% | -1.6% | +34.4% | +32.6% |
| 6M | +77.7% | +9.5% | +68.2% | +68.8% |
| YTD | +51.0% | +21.7% | +29.3% | +35.7% |
| 1Y | +18.4% | +37.1% | -18.7% | +0.5% |
| All | +25.1% | +163.4% | -138.3% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 JCI 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