+129.2%
HPE vs BNY
+59.6%
+69.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.3% | -4.8% | -4.8% |
| 7D | -0.6% | +1.4% | -2.0% | -1.8% |
| 30D | -2.3% | +3.8% | -6.1% | -5.3% |
| 3M | -2.9% | +14.9% | -17.8% | -14.1% |
| 6M | +143.6% | +40.3% | +103.2% | +77.8% |
| YTD | +118.5% | +43.8% | +74.8% | +55.0% |
| 1Y | +129.2% | +58.9% | +70.3% | +51.0% |
| All | +129.2% | +59.6% | +69.6% | +51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 1y: compounded portfolio wealth divided by compounded BNY 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…
1y analysis · Full analysis span regression · 6 months rolling