+23.4%
DIS vs HAL
+2.1%
+21.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | -1.1% | +0.5% | -1.6% | -1.2% |
| 30D | +0.1% | +15.9% | -15.8% | -3.6% |
| 3M | +7.1% | -8.7% | +15.8% | +9.0% |
| 6M | +4.3% | +9.0% | -4.8% | +0.7% |
| YTD | -6.9% | +32.0% | -39.0% | -14.7% |
| 1Y | -10.3% | +72.5% | -82.8% | -23.8% |
| 3Y | +32.8% | -4.5% | +37.4% | +28.6% |
| 5Y | -41.5% | +109.7% | -151.2% | -56.1% |
| All | +23.4% | +2.1% | +21.2% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 10y: compounded portfolio wealth divided by compounded HAL 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…
10y analysis · Full analysis span regression · 6 months rolling