+34.2%
DIS vs HST
+142.8%
-108.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +5.2% | -2.7% | +7.9% | +6.4% |
| 30D | +11.5% | +10.7% | +0.8% | +6.5% |
| 3M | +11.5% | +6.3% | +5.3% | +8.5% |
| 6M | +8.9% | +19.0% | -10.1% | +0.4% |
| YTD | +3.4% | +47.0% | -43.6% | -13.3% |
| 1Y | +7.2% | +53.4% | -46.3% | -11.8% |
| 3Y | +43.3% | +78.0% | -34.7% | +8.4% |
| 5Y | -31.4% | +71.7% | -103.1% | -48.4% |
| All | +34.2% | +142.8% | -108.6% | -15.4% |
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