+155.0%
HPE vs BMY
+40.8%
+114.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.2% | +12.6% | +12.4% |
| 7D | +19.4% | -4.8% | +24.2% | +19.0% |
| 30D | +5.6% | -0.1% | +5.7% | +5.6% |
| 3M | +33.1% | +13.1% | +20.0% | +34.0% |
| 6M | +192.5% | +8.4% | +184.0% | +196.3% |
| YTD | +160.9% | +22.0% | +139.0% | +158.0% |
| 1Y | +155.0% | +40.3% | +114.7% | +143.4% |
| All | +155.0% | +40.8% | +114.2% | +143.4% |
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