+677.7%
HPE vs BMY
+45.1%
+632.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -3.2% | +10.9% | +8.6% |
| 7D | +10.1% | -3.3% | +13.5% | +11.1% |
| 30D | +5.3% | 0.0% | +5.3% | +5.1% |
| 3M | +12.7% | +17.7% | -5.0% | +7.3% |
| 6M | +167.7% | +9.6% | +158.0% | +158.9% |
| YTD | +135.5% | +24.0% | +111.5% | +119.5% |
| 1Y | +143.4% | +45.1% | +98.3% | +116.0% |
| 3Y | +249.2% | +22.5% | +226.7% | +220.7% |
| 5Y | +343.8% | +22.3% | +321.6% | +304.8% |
| 10Y | +495.9% | +62.0% | +433.9% | +382.1% |
| All | +677.7% | +45.1% | +632.6% | +528.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling