-7.3%
DIS vs HLT
+11.9%
-19.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | -1.3% | -2.6% | +1.3% | -0.3% |
| 30D | +2.2% | -2.6% | +4.8% | +3.2% |
| 3M | +8.1% | -9.4% | +17.5% | +11.9% |
| 6M | +5.2% | +2.7% | +2.5% | +4.4% |
| YTD | -6.3% | +6.8% | -13.0% | -7.8% |
| 1Y | -7.3% | +12.4% | -19.6% | -11.2% |
| All | -7.3% | +11.9% | -19.1% | -11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling