+51.2%
JNJ vs HPE
+113.0%
-61.8%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -5.7% | +9.5% | +3.4% |
| 7D | +1.9% | -17.0% | +18.9% | +0.7% |
| 30D | +9.2% | -26.7% | +36.0% | +7.1% |
| 3M | +8.9% | -4.1% | +13.1% | +9.4% |
| 6M | +24.6% | +75.4% | -50.9% | +30.5% |
| YTD | +35.7% | +111.0% | -75.4% | +42.2% |
| 1Y | +51.2% | +116.4% | -65.2% | +60.1% |
| All | +51.2% | +113.0% | -61.8% | +60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HPE.
Daily Out/Under-Performance
Portfolio return minus HPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPE 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 1y: compounded portfolio wealth divided by compounded HPE 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…
1y analysis · Full analysis span regression · 6 months rolling