+22.7%
DIS vs HLT
+590.3%
-567.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | -1.3% | -2.6% | +1.3% | +0.1% |
| 30D | +2.2% | -2.6% | +4.8% | +3.5% |
| 3M | +8.1% | -9.4% | +17.5% | +13.4% |
| 6M | +5.2% | +2.7% | +2.5% | +3.3% |
| YTD | -6.3% | +6.8% | -13.0% | -10.0% |
| 1Y | -7.3% | +12.4% | -19.6% | -13.6% |
| 3Y | +33.8% | +100.2% | -66.4% | -8.0% |
| 5Y | -40.7% | +143.7% | -184.5% | -63.6% |
| All | +22.7% | +590.3% | -567.7% | -46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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