+486.7%
DIS vs HDB
+4,291.4%
-3,804.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +0.6% | +6.9% | -6.4% | -1.4% |
| 30D | +10.3% | +15.2% | -4.9% | +5.8% |
| 3M | +15.6% | +11.7% | +3.8% | +11.6% |
| 6M | +15.1% | +7.5% | +7.6% | +11.9% |
| YTD | +6.0% | -28.8% | +34.8% | +15.6% |
| 1Y | +5.7% | -29.1% | +34.8% | +15.3% |
| 3Y | +39.8% | -7.0% | +46.8% | +38.1% |
| 5Y | -23.9% | -22.1% | -1.8% | -21.8% |
| 10Y | +32.9% | +64.9% | -32.0% | +3.9% |
| All | +486.7% | +4,291.4% | -3,804.8% | +83.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling