+30.2%
DIS vs HLT
+99.5%
-69.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.7% | -1.3% |
| 7D | -3.5% | -1.5% | -2.1% | -2.8% |
| 30D | +1.0% | -1.2% | +2.2% | +1.6% |
| 3M | +5.7% | -10.3% | +16.0% | +11.5% |
| 6M | +3.3% | +1.3% | +2.0% | +2.0% |
| YTD | -7.7% | +7.0% | -14.7% | -11.8% |
| 1Y | -10.0% | +11.9% | -21.8% | -16.3% |
| All | +30.2% | +99.5% | -69.3% | -5.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling