+761.8%
HPE vs BNY
+434.7%
+327.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | 0.0% | +12.4% | +12.4% |
| 7D | +19.4% | -1.3% | +20.7% | +20.4% |
| 30D | +5.6% | -0.2% | +5.8% | +5.6% |
| 3M | +33.1% | +14.9% | +18.1% | +20.6% |
| 6M | +192.5% | +40.0% | +152.5% | +131.5% |
| YTD | +160.9% | +42.0% | +118.9% | +104.5% |
| 1Y | +155.0% | +56.9% | +98.1% | +87.0% |
| 3Y | +289.4% | +289.9% | -0.5% | +53.7% |
| 5Y | +395.7% | +259.2% | +136.5% | +101.7% |
| 10Y | +574.8% | +413.3% | +161.6% | +94.7% |
| All | +761.8% | +434.7% | +327.0% | +135.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling