+20.3%
JPM vs HPQ
+19.5%
+0.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.2% | -1.0% |
| 7D | +0.3% | +6.9% | -6.7% | 0.0% |
| 30D | -0.2% | +14.4% | -14.6% | -0.9% |
| 3M | +15.9% | +25.6% | -9.7% | +14.4% |
| 6M | +20.9% | +75.0% | -54.1% | +14.7% |
| YTD | +12.9% | +50.7% | -37.8% | +8.9% |
| 1Y | +20.3% | +18.7% | +1.6% | +16.7% |
| All | +20.3% | +19.5% | +0.8% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HPQ.
Daily Out/Under-Performance
Portfolio return minus HPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPQ 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 HPQ 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