-41.1%
DIS vs HDB
-35.4%
-5.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | -2.6% | +0.4% | -3.0% | -2.7% |
| 30D | +3.5% | -2.8% | +6.3% | +4.2% |
| 3M | +6.8% | -3.5% | +10.4% | +7.4% |
| 6M | +3.0% | -24.7% | +27.7% | +10.0% |
| YTD | -6.7% | -36.6% | +29.8% | +3.9% |
| 1Y | -10.1% | -34.4% | +24.3% | -0.9% |
| 3Y | +33.0% | -24.4% | +57.4% | +38.4% |
| All | -41.1% | -35.4% | -5.6% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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