-41.1%
DIS vs HAL
+104.8%
-145.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.6% |
| 7D | -2.6% | +2.9% | -5.5% | -3.2% |
| 30D | +3.5% | +17.0% | -13.6% | 0.0% |
| 3M | +6.8% | -9.7% | +16.5% | +8.8% |
| 6M | +3.0% | +8.6% | -5.6% | -0.1% |
| YTD | -6.7% | +33.0% | -39.7% | -14.0% |
| 1Y | -10.1% | +68.3% | -78.4% | -22.2% |
| 3Y | +33.0% | +0.1% | +32.9% | +26.3% |
| All | -41.1% | +104.8% | -145.8% | -56.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling