+1,664.5%
DIS vs HL
+11.9%
+1,652.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.3% | +7.3% | +0.5% |
| 7D | +4.4% | +8.2% | -3.8% | +3.9% |
| 30D | +10.3% | -16.3% | +26.6% | +11.3% |
| 3M | +15.5% | -18.6% | +34.1% | +16.5% |
| 6M | +11.2% | -23.2% | +34.4% | +12.1% |
| YTD | +5.6% | -25.5% | +31.1% | +6.1% |
| 1Y | +7.7% | -4.8% | +12.5% | +6.7% |
| 3Y | +39.3% | +281.4% | -242.1% | +25.8% |
| 5Y | -29.5% | +137.8% | -167.4% | -35.5% |
| 10Y | +36.3% | +135.5% | -99.2% | +19.2% |
| All | +1,664.5% | +11.9% | +1,652.5% | +1,434.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling