+194.5%
HPQ vs JD
+48.9%
+145.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.3% |
| 7D | -0.6% | +7.9% | -8.5% | -2.0% |
| 30D | -6.5% | +4.8% | -11.2% | -7.3% |
| 3M | -5.1% | -13.9% | +8.8% | -2.8% |
| 6M | +27.3% | -5.8% | +33.1% | +27.9% |
| YTD | +31.7% | +2.4% | +29.3% | +29.9% |
| 1Y | +13.0% | -7.5% | +20.5% | +13.5% |
| 3Y | +18.3% | +20.9% | -2.6% | +8.7% |
| 5Y | +7.4% | -58.0% | +65.4% | +13.6% |
| 10Y | +154.8% | +28.9% | +125.9% | +94.6% |
| All | +194.5% | +48.9% | +145.5% | +128.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling