+34.8%
DIS vs HPE
+220.9%
-186.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.5% | +2.8% | -1.1% |
| 7D | -2.6% | -0.6% | -2.0% | -2.5% |
| 30D | +3.5% | -2.3% | +5.8% | +3.6% |
| 3M | +6.8% | -2.9% | +9.7% | +6.8% |
| 6M | +3.0% | +143.6% | -140.6% | -15.4% |
| YTD | -6.7% | +118.5% | -125.2% | -21.6% |
| 1Y | -10.1% | +129.2% | -139.3% | -25.7% |
| All | +34.8% | +220.9% | -186.1% | -1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling