+19.7%
DIS vs HPE
+491.8%
-472.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.2% | -4.2% | +0.4% |
| 7D | +5.3% | -7.1% | +12.4% | +7.0% |
| 30D | +10.2% | -35.3% | +45.5% | +22.6% |
| 3M | +13.5% | -10.4% | +24.0% | +13.6% |
| 6M | +11.1% | +52.5% | -41.4% | -8.9% |
| YTD | +5.5% | +100.3% | -94.8% | -22.0% |
| 1Y | +9.1% | +106.4% | -97.3% | -20.4% |
| 3Y | +36.0% | +227.4% | -191.4% | -21.0% |
| 5Y | -29.8% | +250.6% | -280.4% | -61.0% |
| 10Y | +36.6% | +365.4% | -328.8% | -36.4% |
| All | +19.7% | +491.8% | -472.0% | -48.4% |
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