+1,458.7%
DIS vs HST
+1,330.6%
+128.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.8% |
| 7D | -2.6% | -1.0% | -1.5% | -2.3% |
| 30D | +3.5% | -12.3% | +15.7% | +7.6% |
| 3M | +6.8% | -6.4% | +13.2% | +8.8% |
| 6M | +3.0% | +15.0% | -12.0% | -1.8% |
| YTD | -6.7% | +30.5% | -37.2% | -14.6% |
| 1Y | -10.1% | +35.7% | -45.8% | -18.8% |
| 3Y | +33.0% | +68.4% | -35.3% | +11.4% |
| 5Y | -40.0% | +73.1% | -113.1% | -50.6% |
| 10Y | +21.1% | +92.7% | -71.7% | -8.6% |
| All | +1,458.7% | +1,330.6% | +128.1% | +516.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling