+7.7%
DIS vs HST
+55.2%
-47.5%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.3% | -3.2% | +0.1% |
| 7D | +4.4% | +0.6% | +3.8% | +4.1% |
| 30D | +10.3% | +14.5% | -4.2% | +4.8% |
| 3M | +15.5% | +15.4% | +0.1% | +9.3% |
| 6M | +11.2% | +22.0% | -10.8% | +1.2% |
| YTD | +5.6% | +54.9% | -49.3% | -13.6% |
| 1Y | +7.7% | +54.0% | -46.2% | -12.1% |
| All | +7.7% | +55.2% | -47.5% | -12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling