+20.3%
JPM vs HPE
+122.1%
-101.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.5% | +3.5% | -0.4% |
| 7D | +0.3% | -0.6% | +0.9% | +0.3% |
| 30D | -0.2% | -2.3% | +2.1% | 0.0% |
| 3M | +15.9% | -2.9% | +18.7% | +15.6% |
| 6M | +20.9% | +143.6% | -122.6% | +1.5% |
| YTD | +12.9% | +118.5% | -105.6% | -3.7% |
| 1Y | +20.3% | +129.2% | -108.9% | +3.0% |
| All | +20.3% | +122.1% | -101.8% | +3.0% |
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