+161.4%
JPM vs HPQ
+25.8%
+135.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.4% | -0.5% |
| 7D | -2.3% | +3.5% | -5.8% | -2.9% |
| 30D | -2.3% | +13.7% | -16.0% | -4.6% |
| 3M | +14.9% | +33.9% | -19.0% | +8.7% |
| 6M | +23.6% | +80.9% | -57.3% | +8.2% |
| YTD | +11.3% | +52.6% | -41.3% | +1.3% |
| 1Y | +19.9% | +21.2% | -1.4% | +15.1% |
| All | +161.4% | +25.8% | +135.6% | +129.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling