+192.5%
JNJ vs HPE
+581.3%
-388.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +12.4% | -12.7% | -1.1% |
| 7D | -3.5% | +19.4% | -22.9% | -4.8% |
| 30D | +2.3% | +5.6% | -3.3% | +1.8% |
| 3M | +12.0% | +33.1% | -21.1% | +9.3% |
| 6M | +10.5% | +192.5% | -182.0% | -0.5% |
| YTD | +30.4% | +160.9% | -130.5% | +18.6% |
| 1Y | +52.1% | +155.0% | -102.8% | +38.3% |
| 3Y | +77.8% | +289.4% | -211.6% | +49.5% |
| 5Y | +82.9% | +395.7% | -312.8% | +44.5% |
| All | +192.5% | +581.3% | -388.8% | +107.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling