-31.9%
DIS vs HRB
+145.8%
-177.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.2% | +3.8% | +0.3% |
| 7D | +5.2% | +2.7% | +2.5% | +4.8% |
| 30D | +11.5% | +22.1% | -10.6% | +7.7% |
| 3M | +11.5% | +15.7% | -4.2% | +8.4% |
| 6M | +8.9% | +83.3% | -74.5% | -2.9% |
| YTD | +3.4% | +25.0% | -21.6% | -1.2% |
| 1Y | +7.2% | +6.9% | +0.3% | +5.4% |
| 3Y | +43.3% | +39.0% | +4.3% | +30.3% |
| All | -31.9% | +145.8% | -177.7% | -45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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