+157.1%
HPQ vs JD
+31.1%
+126.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.2% |
| 7D | -3.2% | +0.4% | -3.7% | -3.4% |
| 30D | -3.0% | +4.2% | -7.3% | -3.8% |
| 3M | +0.6% | -12.8% | +13.3% | +2.8% |
| 6M | +36.6% | -8.8% | +45.4% | +38.0% |
| YTD | +35.0% | +0.5% | +34.5% | +33.6% |
| 1Y | +23.1% | -8.8% | +31.8% | +23.9% |
| 3Y | +18.6% | +18.6% | +0.1% | +9.4% |
| 5Y | +10.3% | -62.2% | +72.6% | +20.0% |
| 10Y | +157.1% | +32.2% | +124.8% | +101.1% |
| All | +157.1% | +31.1% | +126.0% | +101.1% |
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