+32.9%
DIS vs HL
+129.4%
-96.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.5% |
| 7D | +0.6% | -5.6% | +6.1% | +1.1% |
| 30D | +10.3% | -16.2% | +26.4% | +12.0% |
| 3M | +15.6% | -20.5% | +36.1% | +17.6% |
| 6M | +15.1% | -31.7% | +46.8% | +18.3% |
| YTD | +6.0% | -26.4% | +32.3% | +6.8% |
| 1Y | +5.7% | -4.3% | +10.0% | +3.3% |
| 3Y | +39.8% | +276.9% | -237.1% | +12.6% |
| 5Y | -23.9% | +124.1% | -147.9% | -36.7% |
| 10Y | +32.9% | +144.6% | -111.7% | -7.1% |
| All | +32.9% | +129.4% | -96.5% | -7.1% |
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