+666.4%
HPE vs BDX
+96.4%
+570.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.9% | -4.4% | -5.7% |
| 7D | +1.4% | -5.4% | +6.8% | +3.1% |
| 30D | +1.5% | -2.2% | +3.7% | +2.1% |
| 3M | +21.7% | +20.1% | +1.7% | +13.8% |
| 6M | +164.2% | +9.1% | +155.1% | +154.4% |
| YTD | +132.1% | +17.9% | +114.2% | +116.5% |
| 1Y | +130.6% | +22.1% | +108.6% | +112.1% |
| 3Y | +244.1% | -10.5% | +254.7% | +248.7% |
| 5Y | +340.8% | -2.6% | +343.4% | +325.2% |
| 10Y | +500.2% | +57.5% | +442.7% | +328.0% |
| All | +666.4% | +96.4% | +570.0% | +392.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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