+236.9%
HPQ vs JD
+48.3%
+188.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.3% | +1.9% |
| 7D | +6.9% | -1.7% | +8.6% | +7.3% |
| 30D | +14.4% | -13.2% | +27.6% | +17.2% |
| 3M | +25.6% | -3.2% | +28.8% | +26.1% |
| 6M | +75.0% | +15.2% | +59.8% | +69.3% |
| YTD | +50.7% | +2.0% | +48.7% | +48.9% |
| 1Y | +18.7% | -5.4% | +24.0% | +18.6% |
| 3Y | +21.5% | -9.1% | +30.6% | +17.8% |
| 5Y | +31.6% | -59.6% | +91.2% | +40.2% |
| 10Y | +216.1% | +26.2% | +189.8% | +142.4% |
| All | +236.9% | +48.3% | +188.7% | +162.4% |
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