+116.4%
HPE vs BMY
+45.9%
+70.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +4.0% | -9.7% | -4.5% |
| 7D | -17.0% | +6.0% | -22.9% | -15.5% |
| 30D | -26.7% | +9.1% | -35.9% | -24.7% |
| 3M | -4.1% | -2.6% | -1.6% | -3.3% |
| 6M | +75.4% | +13.1% | +62.3% | +82.0% |
| YTD | +111.0% | +23.0% | +88.0% | +116.6% |
| 1Y | +116.4% | +45.6% | +70.9% | +113.8% |
| All | +116.4% | +45.9% | +70.6% | +113.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BMY.
Daily Out/Under-Performance
Portfolio return minus BMY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMY 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 BMY 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