+673.8%
DIS vs HBM
+470.7%
+203.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +0.6% | -1.3% | +1.8% | +0.7% |
| 30D | +10.3% | -14.8% | +25.1% | +12.7% |
| 3M | +15.6% | -20.7% | +36.3% | +19.0% |
| 6M | +15.1% | -13.9% | +29.0% | +15.6% |
| YTD | +6.0% | +10.6% | -4.6% | +1.0% |
| 1Y | +5.7% | +32.4% | -26.7% | -2.3% |
| 3Y | +39.8% | +432.0% | -392.2% | -0.8% |
| 5Y | -23.9% | +205.5% | -229.3% | -43.1% |
| 10Y | +32.9% | +291.1% | -258.2% | -17.5% |
| All | +673.8% | +470.7% | +203.1% | +260.0% |
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