+217.2%
HPQ vs JD
+20.5%
+196.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +1.0% | +1.0% |
| 7D | +3.5% | -2.6% | +6.1% | +4.0% |
| 30D | +13.7% | -15.4% | +29.0% | +16.9% |
| 3M | +33.9% | -5.0% | +38.9% | +34.8% |
| 6M | +80.9% | +0.9% | +80.0% | +79.3% |
| YTD | +52.6% | -2.5% | +55.1% | +52.0% |
| 1Y | +21.2% | -16.0% | +37.3% | +23.8% |
| 3Y | +26.9% | -8.5% | +35.4% | +22.8% |
| 5Y | +41.1% | -61.8% | +102.9% | +52.4% |
| All | +217.2% | +20.5% | +196.7% | +155.7% |
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