+563.1%
HPE vs BMY
+63.7%
+499.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.2% | +12.6% | +12.5% |
| 7D | +19.4% | -4.8% | +24.2% | +20.7% |
| 30D | +5.6% | -0.1% | +5.7% | +5.5% |
| 3M | +33.1% | +13.1% | +20.0% | +28.3% |
| 6M | +192.5% | +8.4% | +184.0% | +184.1% |
| YTD | +160.9% | +22.0% | +139.0% | +144.9% |
| 1Y | +155.0% | +40.3% | +114.7% | +129.3% |
| 3Y | +289.4% | +20.5% | +268.9% | +261.0% |
| 5Y | +395.7% | +23.7% | +371.9% | +351.9% |
| All | +563.1% | +63.7% | +499.4% | +445.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling