+17.3%
DIS vs HPE
+457.3%
-439.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.8% |
| 7D | +5.2% | -18.7% | +24.0% | +10.6% |
| 30D | +11.5% | -37.9% | +49.4% | +25.3% |
| 3M | +11.5% | -14.4% | +25.9% | +12.9% |
| 6M | +8.9% | +48.2% | -39.4% | -10.4% |
| YTD | +3.4% | +88.6% | -85.2% | -22.3% |
| 1Y | +7.2% | +94.8% | -87.6% | -20.6% |
| 3Y | +43.3% | +202.7% | -159.4% | -14.8% |
| 5Y | -31.4% | +231.6% | -263.1% | -61.4% |
| 10Y | +37.1% | +361.9% | -324.8% | -35.8% |
| All | +17.3% | +457.3% | -439.9% | -48.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling