+21.2%
DIS vs HBM
+599.4%
-578.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.8% | -6.0% | -1.2% |
| 7D | -1.1% | +7.4% | -8.4% | -2.3% |
| 30D | +0.1% | +5.1% | -4.9% | -0.9% |
| 3M | +7.1% | +11.1% | -4.1% | +4.2% |
| 6M | +4.3% | +30.2% | -26.0% | -2.2% |
| YTD | -6.9% | +46.2% | -53.2% | -15.2% |
| 1Y | -10.3% | +120.0% | -130.4% | -24.5% |
| 3Y | +32.8% | +527.4% | -494.6% | -11.0% |
| 5Y | -41.5% | +400.4% | -441.9% | -60.8% |
| 10Y | +21.2% | +621.5% | -600.3% | -35.6% |
| All | +21.2% | +599.4% | -578.3% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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