-22.5%
DIS vs HD
+5.7%
-28.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +1.9% | +1.5% | +0.4% | +1.1% |
| 30D | +9.2% | +18.0% | -8.8% | +0.5% |
| 3M | +13.5% | +2.8% | +10.7% | +11.7% |
| 6M | +14.3% | +17.0% | -2.7% | +5.0% |
| YTD | +5.4% | +3.5% | +1.8% | +2.6% |
| 1Y | +12.2% | -2.6% | +14.7% | +12.3% |
| 3Y | +37.2% | +30.7% | +6.5% | +14.6% |
| All | -22.5% | +5.7% | -28.3% | -33.4% |
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