+162.3%
JPM vs HPE
+265.2%
-102.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.1% | -4.8% | -0.7% |
| 7D | -0.4% | +13.6% | -14.1% | -3.1% |
| 30D | -1.4% | +7.7% | -9.1% | -3.2% |
| 3M | +13.9% | +22.4% | -8.4% | +8.4% |
| 6M | +23.5% | +172.6% | -149.1% | -5.5% |
| YTD | +11.6% | +147.5% | -135.9% | -12.7% |
| 1Y | +21.4% | +151.8% | -130.4% | -6.1% |
| All | +162.3% | +265.2% | -102.9% | +78.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling