+36.3%
DIS vs HST
+143.2%
-107.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -1.0% |
| 7D | +4.4% | +0.6% | +3.8% | +4.1% |
| 30D | +10.3% | +14.5% | -4.2% | +3.9% |
| 3M | +15.5% | +15.4% | +0.1% | +8.4% |
| 6M | +11.2% | +22.0% | -10.8% | +1.4% |
| YTD | +5.6% | +54.9% | -49.3% | -13.4% |
| 1Y | +7.7% | +54.0% | -46.2% | -11.5% |
| 3Y | +39.3% | +90.4% | -51.2% | +2.4% |
| 5Y | -29.5% | +84.2% | -113.7% | -48.5% |
| 10Y | +36.3% | +144.6% | -108.4% | -16.0% |
| All | +36.3% | +143.2% | -107.0% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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