+57.4%
JNJ vs HPE
+122.1%
-64.7%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.5% | +3.3% | -1.5% |
| 7D | +2.7% | -0.6% | +3.3% | +2.7% |
| 30D | +7.4% | -2.3% | +9.7% | +7.3% |
| 3M | +21.2% | -2.9% | +24.1% | +21.9% |
| 6M | +13.4% | +143.6% | -130.2% | +20.1% |
| YTD | +35.1% | +118.5% | -83.4% | +41.5% |
| 1Y | +57.4% | +129.2% | -71.8% | +68.0% |
| All | +57.4% | +122.1% | -64.7% | +68.0% |
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