+31.9%
DIS vs HPE
+370.3%
-338.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.7% | +4.4% | +1.6% |
| 7D | +1.9% | +7.9% | -6.0% | -0.3% |
| 30D | +9.2% | -23.5% | +32.6% | +16.3% |
| 3M | +13.5% | -19.1% | +32.6% | +17.2% |
| 6M | +14.3% | +51.4% | -37.1% | -7.0% |
| YTD | +5.4% | +103.4% | -98.1% | -23.7% |
| 1Y | +12.2% | +114.4% | -102.2% | -20.6% |
| 3Y | +37.2% | +224.7% | -187.5% | -22.8% |
| 5Y | -23.1% | +277.8% | -300.9% | -60.2% |
| All | +31.9% | +370.3% | -338.4% | -42.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling