+32.8%
DIS vs HL
+411.0%
-378.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.8% | -0.2% |
| 7D | -1.1% | +7.1% | -8.2% | -1.6% |
| 30D | +0.1% | +21.4% | -21.3% | -1.3% |
| 3M | +7.1% | +37.4% | -30.4% | +4.5% |
| 6M | +4.3% | +0.4% | +3.9% | +3.5% |
| YTD | -6.9% | +6.7% | -13.6% | -8.4% |
| 1Y | -10.3% | +102.4% | -112.7% | -15.9% |
| 3Y | +32.8% | +417.4% | -384.6% | +11.9% |
| All | +32.8% | +411.0% | -378.2% | +11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling