+18.8%
JPM vs HPE
+157.9%
-139.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +12.4% | -11.7% | -0.7% |
| 7D | -0.7% | +19.4% | -20.1% | -3.0% |
| 30D | -2.5% | +5.6% | -8.1% | -3.2% |
| 3M | +14.1% | +33.1% | -18.9% | +9.5% |
| 6M | +25.1% | +192.5% | -167.4% | +2.5% |
| YTD | +12.1% | +160.9% | -148.8% | -6.5% |
| 1Y | +18.8% | +155.0% | -136.1% | +0.1% |
| All | +18.8% | +157.9% | -139.1% | +0.1% |
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