+19.7%
HPQ vs JD
-6.1%
+25.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.1% | -2.5% | -4.2% |
| 7D | -0.5% | -0.8% | +0.3% | -0.4% |
| 30D | +3.7% | -16.0% | +19.8% | +6.1% |
| 3M | +24.3% | -3.2% | +27.5% | +24.6% |
| 6M | +64.8% | +6.1% | +58.7% | +61.9% |
| YTD | +43.9% | -0.1% | +44.0% | +42.7% |
| 1Y | +11.7% | -12.7% | +24.4% | +12.8% |
| 3Y | +19.7% | -6.3% | +26.0% | +12.2% |
| All | +19.7% | -6.1% | +25.8% | +12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling