-31.2%
DIS vs HD
+6.3%
-37.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | +0.1% | -0.7% |
| 7D | +5.7% | +6.4% | -0.7% | +2.5% |
| 30D | +12.7% | +22.1% | -9.4% | +2.0% |
| 3M | +15.2% | -0.2% | +15.4% | +14.9% |
| 6M | +17.6% | +12.6% | +5.0% | +10.2% |
| YTD | +3.8% | +3.9% | -0.1% | +0.9% |
| 1Y | +6.8% | -3.7% | +10.5% | +7.7% |
| 3Y | +42.1% | +27.9% | +14.3% | +20.1% |
| 5Y | -31.2% | +7.8% | -39.0% | -42.3% |
| All | -31.2% | +6.3% | -37.4% | -42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling