-23.9%
DIS vs HUT
-17.9%
-6.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +7.6% | -7.2% | -0.3% |
| 7D | +0.6% | +24.8% | -24.2% | -1.6% |
| 30D | +10.3% | -28.4% | +38.7% | +12.7% |
| 3M | +15.6% | -31.2% | +46.8% | +17.7% |
| 6M | +15.1% | -40.2% | +55.4% | +17.0% |
| YTD | +6.0% | +32.9% | -26.9% | -3.3% |
| 1Y | +5.7% | +39.1% | -33.4% | -4.9% |
| 3Y | +39.8% | +462.8% | -423.0% | -6.9% |
| 5Y | -23.9% | -13.9% | -10.0% | -49.7% |
| All | -23.9% | -17.9% | -6.0% | -49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 HUT 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