+156.1%
HPQ vs JD
+31.5%
+124.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.1% | +1.4% |
| 7D | +3.2% | -4.1% | +7.3% | +3.9% |
| 30D | -3.6% | +4.6% | -8.2% | -4.4% |
| 3M | -5.3% | -4.7% | -0.5% | -4.6% |
| 6M | +41.1% | -17.4% | +58.5% | +45.3% |
| YTD | +36.9% | +0.7% | +36.1% | +35.4% |
| 1Y | +23.5% | -5.9% | +29.4% | +23.7% |
| 3Y | +19.6% | +18.9% | +0.7% | +10.2% |
| 5Y | +11.4% | -62.9% | +74.3% | +21.7% |
| All | +156.1% | +31.5% | +124.6% | +98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 10y: compounded portfolio wealth divided by compounded JD 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…
10y analysis · Full analysis span regression · 6 months rolling