-41.1%
DIS vs HST
+74.0%
-115.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.9% |
| 7D | -2.6% | -1.0% | -1.5% | -2.1% |
| 30D | +3.5% | -12.3% | +15.7% | +9.9% |
| 3M | +6.8% | -6.4% | +13.2% | +9.8% |
| 6M | +3.0% | +15.0% | -12.0% | -4.6% |
| YTD | -6.7% | +30.5% | -37.2% | -19.0% |
| 1Y | -10.1% | +35.7% | -45.8% | -23.7% |
| 3Y | +33.0% | +68.4% | -35.3% | -2.0% |
| All | -41.1% | +74.0% | -115.1% | -58.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling