+21.2%
DIS vs HPE
+479.1%
-457.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.7% | -8.0% | -2.5% |
| 7D | -1.1% | +10.1% | -11.2% | -4.1% |
| 30D | +0.1% | +5.3% | -5.1% | -1.9% |
| 3M | +7.1% | +12.7% | -5.6% | +1.5% |
| 6M | +4.3% | +167.7% | -163.4% | -28.7% |
| YTD | -6.9% | +135.5% | -142.4% | -33.7% |
| 1Y | -10.3% | +143.4% | -153.7% | -37.4% |
| 3Y | +32.8% | +249.2% | -216.3% | -24.2% |
| 5Y | -41.5% | +343.8% | -385.3% | -70.4% |
| 10Y | +21.2% | +495.9% | -474.7% | -49.0% |
| All | +21.2% | +479.1% | -457.9% | -49.0% |
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