+1,458.7%
DIS vs HD
+31,989.9%
-30,531.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.7% | -2.1% |
| 7D | -2.6% | -2.1% | -0.5% | -1.8% |
| 30D | +3.5% | -8.4% | +11.9% | +7.3% |
| 3M | +6.8% | +4.3% | +2.5% | +4.7% |
| 6M | +3.0% | -11.1% | +14.1% | +7.7% |
| YTD | -6.7% | -4.7% | -2.1% | -5.4% |
| 1Y | -10.1% | -19.8% | +9.7% | -2.2% |
| 3Y | +33.0% | +4.1% | +28.9% | +28.4% |
| 5Y | -40.0% | +10.3% | -50.3% | -44.0% |
| 10Y | +21.1% | +203.2% | -182.1% | -26.4% |
| All | +1,458.7% | +31,989.9% | -30,531.1% | +45.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling