+1,458.7%
DIS vs HPQ
+3,038.3%
-1,579.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.2% | -4.0% | -2.4% |
| 7D | -2.6% | +6.9% | -9.5% | -4.5% |
| 30D | +3.5% | +14.4% | -11.0% | -0.9% |
| 3M | +6.8% | +25.6% | -18.8% | -0.8% |
| 6M | +3.0% | +75.0% | -72.1% | -14.6% |
| YTD | -6.7% | +50.7% | -57.4% | -19.2% |
| 1Y | -10.1% | +18.7% | -28.7% | -16.9% |
| 3Y | +33.0% | +21.5% | +11.5% | +19.0% |
| 5Y | -40.0% | +31.6% | -71.6% | -48.4% |
| 10Y | +21.1% | +216.1% | -195.0% | -22.6% |
| All | +1,458.7% | +3,038.3% | -1,579.6% | +362.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HPQ.
Daily Out/Under-Performance
Portfolio return minus HPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPQ 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 HPQ 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