+21.2%
DIS vs HIG
+304.7%
-283.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.7% | +0.6% |
| 7D | -1.1% | -1.1% | 0.0% | -0.6% |
| 30D | +0.1% | -4.9% | +5.0% | +2.3% |
| 3M | +7.1% | +6.8% | +0.3% | +3.8% |
| 6M | +4.3% | -1.7% | +5.9% | +4.6% |
| YTD | -6.9% | -0.2% | -6.7% | -7.3% |
| 1Y | -10.3% | +5.7% | -16.0% | -13.1% |
| 3Y | +32.8% | +100.3% | -67.5% | -4.2% |
| 5Y | -41.5% | +118.5% | -160.0% | -59.7% |
| 10Y | +21.2% | +309.7% | -288.5% | -37.5% |
| All | +21.2% | +304.7% | -283.5% | -37.5% |
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