+36.3%
DIS vs HIG
+268.7%
-232.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.9% |
| 7D | +4.4% | +2.1% | +2.3% | +3.4% |
| 30D | +10.3% | +6.7% | +3.6% | +7.2% |
| 3M | +15.5% | -1.9% | +17.5% | +16.4% |
| 6M | +11.2% | +5.3% | +5.9% | +8.3% |
| YTD | +5.6% | +1.3% | +4.2% | +4.3% |
| 1Y | +7.7% | +7.2% | +0.6% | +3.7% |
| 3Y | +39.3% | +96.6% | -57.3% | +1.2% |
| 5Y | -29.5% | +110.0% | -139.5% | -50.8% |
| 10Y | +36.3% | +268.4% | -232.1% | -26.2% |
| All | +36.3% | +268.7% | -232.4% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 10y: compounded portfolio wealth divided by compounded HIG 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…
10y analysis · Full analysis span regression · 6 months rolling