-41.3%
DIS vs HL
+244.8%
-286.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.5% | +0.8% | -1.5% |
| 7D | -2.6% | +1.5% | -4.1% | -2.8% |
| 30D | +3.5% | +25.1% | -21.6% | +0.8% |
| 3M | +6.8% | +22.9% | -16.1% | +3.8% |
| 6M | +3.0% | -4.9% | +7.9% | +2.4% |
| YTD | -6.7% | +7.8% | -14.6% | -9.4% |
| 1Y | -10.1% | +133.9% | -144.0% | -21.6% |
| 3Y | +33.0% | +380.9% | -347.9% | -0.6% |
| All | -41.3% | +244.8% | -286.1% | -56.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling