+36.6%
DIS vs HST
+144.9%
-108.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.7% | -0.7% | +0.9% |
| 7D | +5.3% | -1.1% | +6.4% | +5.8% |
| 30D | +10.2% | +11.6% | -1.4% | +5.0% |
| 3M | +13.5% | +9.5% | +4.0% | +9.0% |
| 6M | +11.1% | +18.9% | -7.8% | +2.5% |
| YTD | +5.5% | +51.0% | -45.5% | -12.5% |
| 1Y | +9.1% | +53.0% | -43.8% | -10.1% |
| 3Y | +36.0% | +87.5% | -51.5% | +0.6% |
| 5Y | -29.8% | +76.7% | -106.5% | -47.8% |
| 10Y | +36.6% | +137.9% | -101.3% | -14.8% |
| All | +36.6% | +144.9% | -108.3% | -14.8% |
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