+655.2%
JPM vs HPE
+595.7%
+59.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +7.7% | -9.2% | -4.3% |
| 7D | -0.4% | +10.1% | -10.5% | -4.1% |
| 30D | -1.1% | +5.3% | -6.4% | -3.6% |
| 3M | +14.1% | +12.7% | +1.5% | +7.5% |
| 6M | +23.3% | +167.7% | -144.4% | -20.3% |
| YTD | +11.3% | +135.5% | -124.2% | -24.6% |
| 1Y | +23.0% | +143.4% | -120.4% | -18.6% |
| 3Y | +162.6% | +249.2% | -86.6% | +39.5% |
| 5Y | +152.8% | +343.8% | -191.1% | +16.4% |
| 10Y | +583.6% | +495.9% | +87.8% | +157.9% |
| All | +655.2% | +595.7% | +59.5% | +161.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling