-10.0%
DIS vs HPE
+156.7%
-166.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.1% | -6.0% | -0.9% |
| 7D | -3.5% | +13.6% | -17.2% | -3.7% |
| 30D | +1.0% | +7.7% | -6.7% | +0.9% |
| 3M | +5.7% | +22.4% | -16.7% | +5.4% |
| 6M | +3.3% | +172.6% | -169.3% | -7.3% |
| YTD | -7.7% | +147.5% | -155.2% | -15.9% |
| 1Y | -10.0% | +151.8% | -161.7% | -17.5% |
| All | -10.0% | +156.7% | -166.7% | -17.5% |
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