+1,671.0%
DIS vs HPQ
+2,711.5%
-1,040.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | -0.2% |
| 7D | +0.6% | -3.2% | +3.8% | +1.5% |
| 30D | +10.3% | -3.0% | +13.3% | +10.9% |
| 3M | +15.6% | +0.6% | +15.0% | +13.8% |
| 6M | +15.1% | +36.6% | -21.5% | +2.2% |
| YTD | +6.0% | +35.0% | -29.0% | -6.2% |
| 1Y | +5.7% | +23.1% | -17.4% | -4.2% |
| 3Y | +39.8% | +18.6% | +21.2% | +24.7% |
| 5Y | -23.9% | +10.3% | -34.2% | -31.7% |
| 10Y | +32.9% | +157.1% | -124.1% | -10.6% |
| All | +1,671.0% | +2,711.5% | -1,040.6% | +437.3% |
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