+32.9%
DIS vs HD
+247.4%
-214.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | +0.6% | -1.2% | +1.8% | +1.2% |
| 30D | +10.3% | +20.9% | -10.6% | -0.3% |
| 3M | +15.6% | -0.2% | +15.7% | +15.2% |
| 6M | +15.1% | +14.5% | +0.6% | +6.4% |
| YTD | +6.0% | +4.3% | +1.7% | +2.5% |
| 1Y | +5.7% | -3.5% | +9.2% | +6.3% |
| 3Y | +39.8% | +30.1% | +9.7% | +17.1% |
| 5Y | -23.9% | +8.5% | -32.3% | -31.0% |
| 10Y | +32.9% | +245.3% | -212.3% | -26.2% |
| All | +32.9% | +247.4% | -214.4% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HD.
Daily Out/Under-Performance
Portfolio return minus HD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HD 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 HD 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