-31.9%
DIS vs HIG
+104.7%
-136.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | +0.7% |
| 7D | +5.2% | +1.1% | +4.2% | +4.7% |
| 30D | +11.5% | +5.6% | +5.9% | +8.7% |
| 3M | +11.5% | -6.9% | +18.4% | +15.2% |
| 6M | +8.9% | +1.3% | +7.6% | +7.8% |
| YTD | +3.4% | -1.5% | +4.9% | +3.4% |
| 1Y | +7.2% | +6.6% | +0.6% | +3.0% |
| 3Y | +43.3% | +91.2% | -47.9% | -0.3% |
| All | -31.9% | +104.7% | -136.6% | -56.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling