+22.7%
DIS vs HL
+278.2%
-255.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.0% | +5.6% | +2.0% |
| 7D | -1.3% | -5.6% | +4.4% | -0.7% |
| 30D | +2.2% | +12.7% | -10.5% | +0.8% |
| 3M | +8.1% | +42.5% | -34.4% | +3.8% |
| 6M | +5.2% | -9.0% | +14.2% | +5.2% |
| YTD | -6.3% | +4.4% | -10.7% | -8.4% |
| 1Y | -7.3% | +82.7% | -90.0% | -15.3% |
| 3Y | +33.8% | +406.3% | -372.5% | +5.4% |
| 5Y | -40.7% | +238.2% | -278.9% | -52.4% |
| All | +22.7% | +278.2% | -255.6% | -15.9% |
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