+11,024.8%
JPM vs HPQ
+2,897.0%
+8,127.9%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.5% | +3.1% | +0.2% |
| 7D | -0.4% | -0.5% | +0.1% | -0.3% |
| 30D | -1.1% | +3.7% | -4.8% | -2.8% |
| 3M | +14.1% | +24.3% | -10.2% | +4.2% |
| 6M | +23.3% | +64.8% | -41.5% | -0.5% |
| YTD | +11.3% | +43.9% | -32.6% | -5.9% |
| 1Y | +23.0% | +11.7% | +11.3% | +13.3% |
| 3Y | +162.6% | +19.7% | +142.9% | +127.6% |
| 5Y | +152.8% | +32.2% | +120.5% | +103.7% |
| 10Y | +583.6% | +198.9% | +384.7% | +287.0% |
| All | +11,024.8% | +2,897.0% | +8,127.9% | +1,656.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling