-41.5%
DIS vs HPE
+331.4%
-372.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.7% | -8.0% | -1.9% |
| 7D | -1.1% | +10.1% | -11.2% | -3.3% |
| 30D | +0.1% | +5.3% | -5.1% | -1.4% |
| 3M | +7.1% | +12.7% | -5.6% | +3.0% |
| 6M | +4.3% | +167.7% | -163.4% | -24.0% |
| YTD | -6.9% | +135.5% | -142.4% | -29.6% |
| 1Y | -10.3% | +143.4% | -153.7% | -33.4% |
| 3Y | +32.8% | +249.2% | -216.3% | -19.3% |
| 5Y | -41.5% | +343.8% | -385.3% | -69.8% |
| All | -41.5% | +331.4% | -372.9% | -69.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling