+677.7%
HPE vs BNS
+238.7%
+439.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.0% | +8.8% | +8.6% |
| 7D | +10.1% | +1.8% | +8.3% | +8.6% |
| 30D | +5.3% | +4.5% | +0.8% | +1.7% |
| 3M | +12.7% | +15.8% | -3.1% | +0.6% |
| 6M | +167.7% | +31.5% | +136.2% | +116.7% |
| YTD | +135.5% | +28.6% | +106.8% | +93.8% |
| 1Y | +143.4% | +48.2% | +95.2% | +79.5% |
| 3Y | +249.2% | +130.8% | +118.4% | +80.3% |
| 5Y | +343.8% | +94.9% | +248.9% | +159.5% |
| 10Y | +495.9% | +179.6% | +316.3% | +158.8% |
| All | +677.7% | +238.7% | +439.0% | +218.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling