+571.9%
HPE vs BMY
+43.7%
+528.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.8% | -5.5% | -4.1% |
| 7D | +7.9% | +2.1% | +5.8% | +7.3% |
| 30D | -23.5% | +7.0% | -30.5% | -24.9% |
| 3M | -19.1% | -0.9% | -18.2% | -19.3% |
| 6M | +51.4% | +14.9% | +36.5% | +44.1% |
| YTD | +103.4% | +22.8% | +80.6% | +89.3% |
| 1Y | +114.4% | +36.2% | +78.2% | +93.3% |
| 3Y | +224.7% | +45.7% | +179.0% | +179.2% |
| 5Y | +277.8% | +31.3% | +246.5% | +234.2% |
| 10Y | +371.1% | +60.6% | +310.5% | +281.7% |
| All | +571.9% | +43.7% | +528.2% | +442.3% |
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 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