+34.2%
DIS vs HD
+257.8%
-223.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.6% |
| 7D | +5.2% | +4.3% | +0.9% | +2.9% |
| 30D | +11.5% | +20.2% | -8.7% | +1.0% |
| 3M | +11.5% | -1.0% | +12.5% | +11.7% |
| 6M | +8.9% | +7.9% | +1.0% | +3.8% |
| YTD | +3.4% | +2.0% | +1.4% | +1.2% |
| 1Y | +7.2% | -4.3% | +11.5% | +8.3% |
| 3Y | +43.3% | +25.9% | +17.4% | +22.0% |
| 5Y | -31.4% | +5.8% | -37.3% | -37.1% |
| All | +34.2% | +257.8% | -223.6% | -25.3% |
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