-42.2%
DIS vs HLT
+153.7%
-195.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +12.0% |
| 6M | +3.3% | +1.3% | +2.0% | +1.9% |
| YTD | -7.7% | +7.0% | -14.7% | -12.1% |
| 1Y | -10.0% | +11.9% | -21.8% | -16.8% |
| 3Y | +31.7% | +100.7% | -68.9% | -14.7% |
| 5Y | -42.2% | +147.5% | -189.7% | -68.8% |
| All | -42.2% | +153.7% | -195.9% | -68.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling