+563.1%
HPE vs BNS
+188.9%
+374.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.7% | +11.8% | +11.9% |
| 7D | +19.4% | -0.4% | +19.8% | +19.7% |
| 30D | +5.6% | +3.5% | +2.2% | +2.7% |
| 3M | +33.1% | +14.1% | +19.0% | +20.0% |
| 6M | +192.5% | +33.8% | +158.7% | +133.2% |
| YTD | +160.9% | +29.5% | +131.5% | +113.0% |
| 1Y | +155.0% | +48.4% | +106.6% | +87.0% |
| 3Y | +289.4% | +129.6% | +159.8% | +100.0% |
| 5Y | +395.7% | +96.1% | +299.6% | +186.1% |
| All | +563.1% | +188.9% | +374.2% | +185.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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