+52.1%
JNJ vs HPE
+157.9%
-105.7%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +12.4% | -12.7% | +0.7% |
| 7D | -3.5% | +19.4% | -22.9% | -2.0% |
| 30D | +2.3% | +5.6% | -3.3% | +2.9% |
| 3M | +12.0% | +33.1% | -21.1% | +15.3% |
| 6M | +10.5% | +192.5% | -182.0% | +18.8% |
| YTD | +30.4% | +160.9% | -130.5% | +38.6% |
| 1Y | +52.1% | +155.0% | -102.8% | +62.9% |
| All | +52.1% | +157.9% | -105.7% | +62.9% |
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