+581.1%
DIS vs HBM
+613.3%
-32.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.6% |
| 7D | -2.6% | -6.4% | +3.8% | -1.6% |
| 30D | +3.5% | +5.9% | -2.4% | +2.4% |
| 3M | +6.8% | -8.9% | +15.7% | +7.2% |
| 6M | +3.0% | +10.7% | -7.7% | -0.5% |
| YTD | -6.7% | +38.3% | -45.0% | -13.7% |
| 1Y | -10.1% | +121.3% | -131.4% | -23.4% |
| 3Y | +33.0% | +450.6% | -417.5% | -5.7% |
| 5Y | -40.0% | +338.0% | -378.0% | -57.5% |
| 10Y | +21.1% | +578.6% | -557.6% | -30.7% |
| All | +581.1% | +613.3% | -32.3% | +207.7% |
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