+37.0%
HPQ vs BNS
+130.5%
-93.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.7% | +7.7% | +8.2% |
| 7D | +9.8% | -0.4% | +10.2% | +9.9% |
| 30D | +22.4% | +3.5% | +18.9% | +20.8% |
| 3M | +45.2% | +14.1% | +31.1% | +38.3% |
| 6M | +96.4% | +33.8% | +62.7% | +75.2% |
| YTD | +65.4% | +29.5% | +35.9% | +49.2% |
| 1Y | +31.6% | +48.4% | -16.8% | +11.4% |
| 3Y | +37.0% | +129.6% | -92.6% | -9.2% |
| All | +37.0% | +130.5% | -93.4% | -9.2% |
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