-10.0%
DIS vs HIG
+6.8%
-16.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.0% |
| 7D | -3.5% | -0.5% | -3.0% | -3.4% |
| 30D | +1.0% | -2.8% | +3.8% | +1.8% |
| 3M | +5.7% | +6.3% | -0.7% | +3.9% |
| 6M | +3.3% | -0.1% | +3.4% | +3.1% |
| YTD | -7.7% | +0.4% | -8.2% | -8.3% |
| 1Y | -10.0% | +6.2% | -16.2% | -12.3% |
| All | -10.0% | +6.8% | -16.8% | -12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling