+276.2%
HPE vs BMY
+30.5%
+245.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.8% | -5.5% | -3.8% |
| 7D | +7.9% | +2.1% | +5.8% | +7.7% |
| 30D | -23.5% | +7.0% | -30.5% | -23.9% |
| 3M | -19.1% | -0.9% | -18.2% | -19.0% |
| 6M | +51.4% | +14.9% | +36.5% | +48.4% |
| YTD | +103.4% | +22.8% | +80.6% | +97.0% |
| 1Y | +114.4% | +36.2% | +78.2% | +103.8% |
| 3Y | +224.7% | +45.7% | +179.0% | +203.6% |
| All | +276.2% | +30.5% | +245.8% | +291.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling