+563.1%
HPE vs BBY
+252.7%
+310.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +3.1% | +9.4% | +11.4% |
| 7D | +19.4% | +0.6% | +18.8% | +19.2% |
| 30D | +5.6% | +9.4% | -3.8% | +2.0% |
| 3M | +33.1% | +19.3% | +13.7% | +24.0% |
| 6M | +192.5% | +47.9% | +144.5% | +149.1% |
| YTD | +160.9% | +39.6% | +121.4% | +126.3% |
| 1Y | +155.0% | +22.2% | +132.8% | +131.6% |
| 3Y | +289.4% | +45.0% | +244.4% | +220.6% |
| 5Y | +395.7% | +2.6% | +393.1% | +344.9% |
| All | +563.1% | +252.7% | +310.4% | +353.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 10y: compounded portfolio wealth divided by compounded BBY 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…
10y analysis · Full analysis span regression · 6 months rolling