+8.3%
DIS vs HPE
+113.0%
-104.8%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -5.7% | +9.8% | +4.0% |
| 7D | +9.1% | -17.0% | +26.1% | +8.7% |
| 30D | +14.8% | -26.7% | +41.5% | +14.2% |
| 3M | +21.2% | -4.1% | +25.3% | +20.6% |
| 6M | +18.3% | +75.4% | -57.1% | +11.3% |
| YTD | +5.4% | +111.0% | -105.7% | -3.6% |
| 1Y | +8.3% | +116.4% | -108.2% | -1.8% |
| All | +8.3% | +113.0% | -104.8% | -1.8% |
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