+655.1%
DIS vs HBM
+443.9%
+211.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.6% |
| 7D | +5.2% | -3.6% | +8.9% | +5.8% |
| 30D | +11.5% | -19.2% | +30.6% | +14.9% |
| 3M | +11.5% | -20.5% | +32.0% | +14.8% |
| 6M | +8.9% | -12.8% | +21.7% | +9.1% |
| YTD | +3.4% | +5.4% | -2.0% | -0.7% |
| 1Y | +7.2% | +33.0% | -25.8% | -1.0% |
| 3Y | +43.3% | +357.3% | -314.0% | +4.1% |
| 5Y | -31.4% | +210.4% | -241.8% | -48.9% |
| 10Y | +37.1% | +387.1% | -350.1% | -17.7% |
| All | +655.1% | +443.9% | +211.1% | +254.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling