-10.1%
DIS vs HPE
+122.1%
-132.2%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.5% | +2.8% | -1.7% |
| 7D | -2.6% | -0.6% | -2.0% | -2.6% |
| 30D | +3.5% | -2.3% | +5.8% | +3.5% |
| 3M | +6.8% | -2.9% | +9.7% | +7.4% |
| 6M | +3.0% | +143.6% | -140.6% | -7.4% |
| YTD | -6.7% | +118.5% | -125.2% | -14.7% |
| 1Y | -10.1% | +129.2% | -139.3% | -16.7% |
| All | -10.1% | +122.1% | -132.2% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HPE.
Daily Out/Under-Performance
Portfolio return minus HPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPE 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 HPE 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