-31.9%
DIS vs HST
+71.5%
-103.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +5.2% | -2.7% | +7.9% | +6.6% |
| 30D | +11.5% | +10.7% | +0.8% | +6.0% |
| 3M | +11.5% | +6.3% | +5.3% | +8.1% |
| 6M | +8.9% | +19.0% | -10.1% | -0.8% |
| YTD | +3.4% | +47.0% | -43.6% | -15.4% |
| 1Y | +7.2% | +53.4% | -46.3% | -14.3% |
| 3Y | +43.3% | +78.0% | -34.7% | +2.9% |
| All | -31.9% | +71.5% | -103.4% | -51.4% |
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 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