+2,903.2%
HPQ vs JCI
+2,331.5%
+571.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.3% | +1.7% |
| 7D | +6.9% | +3.8% | +3.1% | +5.8% |
| 30D | +14.4% | -5.7% | +20.1% | +16.2% |
| 3M | +25.6% | -1.4% | +27.0% | +25.4% |
| 6M | +75.0% | +4.1% | +70.9% | +71.0% |
| YTD | +50.7% | +21.7% | +28.9% | +40.2% |
| 1Y | +18.7% | +36.1% | -17.5% | +6.9% |
| 3Y | +21.5% | +154.4% | -132.9% | -9.3% |
| 5Y | +31.6% | +112.0% | -80.5% | +2.8% |
| 10Y | +216.1% | +322.2% | -106.2% | +104.3% |
| All | +2,903.2% | +2,331.5% | +571.7% | +878.5% |
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