+289.4%
HPE vs BNS
+130.5%
+158.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.7% | +11.8% | +12.0% |
| 7D | +19.4% | -0.4% | +19.8% | +19.6% |
| 30D | +5.6% | +3.5% | +2.2% | +3.1% |
| 3M | +33.1% | +14.1% | +19.0% | +21.5% |
| 6M | +192.5% | +33.8% | +158.7% | +139.8% |
| YTD | +160.9% | +29.5% | +131.5% | +118.5% |
| 1Y | +155.0% | +48.4% | +106.6% | +95.0% |
| 3Y | +289.4% | +129.6% | +159.8% | +114.0% |
| All | +289.4% | +130.5% | +158.9% | +114.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling