+474.8%
DIS vs HDB
+4,068.7%
-3,593.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -3.0% | -1.9% |
| 7D | +5.7% | +13.3% | -7.6% | +1.9% |
| 30D | +12.7% | +10.2% | +2.5% | +9.5% |
| 3M | +15.2% | +3.6% | +11.6% | +13.7% |
| 6M | +17.6% | -0.5% | +18.1% | +16.9% |
| YTD | +3.8% | -32.4% | +36.2% | +15.0% |
| 1Y | +6.8% | -31.1% | +37.8% | +17.5% |
| 3Y | +42.1% | -12.6% | +54.7% | +42.9% |
| 5Y | -31.2% | -25.7% | -5.5% | -28.3% |
| 10Y | +37.6% | +56.5% | -18.9% | +9.2% |
| All | +474.8% | +4,068.7% | -3,593.9% | +82.3% |
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