+38.6%
HPQ vs JD
-60.9%
+99.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.5% | +7.4% | +5.3% |
| 7D | +2.2% | -3.0% | +5.2% | +2.7% |
| 30D | +9.7% | -19.3% | +29.1% | +13.0% |
| 3M | +32.7% | -6.0% | +38.8% | +33.7% |
| 6M | +77.7% | +1.8% | +75.9% | +76.1% |
| YTD | +51.0% | -2.6% | +53.6% | +50.4% |
| 1Y | +18.4% | -17.4% | +35.8% | +20.8% |
| 3Y | +25.6% | -8.6% | +34.2% | +22.4% |
| 5Y | +38.6% | -61.6% | +100.2% | +46.3% |
| All | +38.6% | -60.9% | +99.5% | +46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling