+116.4%
HPE vs BNY
+45.2%
+71.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +2.3% | -8.0% | -7.5% |
| 7D | -17.0% | +2.8% | -19.8% | -18.9% |
| 30D | -26.7% | +6.7% | -33.4% | -30.6% |
| 3M | -4.1% | -2.2% | -2.0% | -1.7% |
| 6M | +75.4% | +16.8% | +58.7% | +51.9% |
| YTD | +111.0% | +33.9% | +77.1% | +56.9% |
| 1Y | +116.4% | +43.9% | +72.5% | +42.5% |
| All | +116.4% | +45.2% | +71.3% | +42.5% |
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