+31.9%
DIS vs HL
+132.4%
-100.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +0.8% |
| 7D | +1.9% | -11.1% | +13.0% | +3.1% |
| 30D | +9.2% | -12.1% | +21.2% | +10.4% |
| 3M | +13.5% | -26.1% | +39.6% | +16.4% |
| 6M | +14.3% | -37.7% | +52.0% | +18.6% |
| YTD | +5.4% | -31.7% | +37.1% | +7.0% |
| 1Y | +12.2% | -11.6% | +23.8% | +10.5% |
| 3Y | +37.2% | +249.6% | -212.5% | +11.3% |
| 5Y | -23.1% | +108.5% | -131.7% | -35.7% |
| All | +31.9% | +132.4% | -100.5% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 HL 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