+51.0%
HPQ vs BNS
+94.7%
-43.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.7% | +7.7% | +8.0% |
| 7D | +9.8% | -0.4% | +10.2% | +10.0% |
| 30D | +22.4% | +3.5% | +18.9% | +19.8% |
| 3M | +45.2% | +14.1% | +31.1% | +33.8% |
| 6M | +96.4% | +33.8% | +62.7% | +63.3% |
| YTD | +65.4% | +29.5% | +35.9% | +39.9% |
| 1Y | +31.6% | +48.4% | -16.8% | +1.5% |
| 3Y | +37.0% | +129.6% | -92.6% | -23.5% |
| All | +51.0% | +94.7% | -43.7% | -5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling