+152.5%
JPM vs HPE
+394.3%
-241.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +12.4% | -11.7% | -2.5% |
| 7D | -0.7% | +19.4% | -20.1% | -5.6% |
| 30D | -2.5% | +5.6% | -8.1% | -4.4% |
| 3M | +14.1% | +33.1% | -18.9% | +4.3% |
| 6M | +25.1% | +192.5% | -167.4% | -12.8% |
| YTD | +12.1% | +160.9% | -148.8% | -19.2% |
| 1Y | +18.8% | +155.0% | -136.1% | -14.4% |
| 3Y | +163.4% | +289.4% | -126.0% | +54.5% |
| All | +152.5% | +394.3% | -241.7% | +26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling