+2,627.7%
HPQ vs JCI
+2,244.0%
+383.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +3.9% | +2.3% |
| 7D | +3.2% | +3.2% | 0.0% | +2.2% |
| 30D | -3.6% | -8.6% | +5.0% | -1.6% |
| 3M | -5.3% | -7.7% | +2.5% | -3.8% |
| 6M | +41.1% | -2.6% | +43.7% | +40.0% |
| YTD | +36.9% | +17.4% | +19.5% | +27.8% |
| 1Y | +23.5% | +16.9% | +6.6% | +15.5% |
| 3Y | +19.6% | +186.7% | -167.2% | -14.2% |
| 5Y | +11.4% | +95.4% | -84.0% | -11.5% |
| 10Y | +160.6% | +292.7% | -132.1% | +70.7% |
| All | +2,627.7% | +2,244.0% | +383.7% | +791.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling