-31.9%
DIS vs HAL
+41.5%
-73.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.2% | -0.4% |
| 7D | +5.2% | -12.0% | +17.2% | +7.9% |
| 30D | +11.5% | +0.3% | +11.2% | +11.2% |
| 3M | +11.5% | -1.6% | +13.1% | +11.4% |
| 6M | +8.9% | -20.5% | +29.4% | +13.4% |
| YTD | +3.4% | +14.2% | -10.8% | -1.9% |
| 1Y | +7.2% | +18.9% | -11.7% | +0.6% |
| 3Y | +43.3% | -13.7% | +57.1% | +39.9% |
| All | -31.9% | +41.5% | -73.4% | -42.7% |
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