+19.0%
DIS vs HUT
+194.0%
-174.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +14.6% | -15.0% | -1.3% |
| 7D | +5.2% | -11.4% | +16.6% | +5.6% |
| 30D | +11.5% | -41.0% | +52.5% | +14.5% |
| 3M | +11.5% | -41.9% | +53.4% | +14.2% |
| 6M | +8.9% | -51.7% | +60.5% | +11.8% |
| YTD | +3.4% | +14.6% | -11.2% | -1.4% |
| 1Y | +7.2% | +21.4% | -14.2% | +1.2% |
| 3Y | +43.3% | +359.8% | -316.5% | +14.8% |
| 5Y | -31.4% | -27.5% | -4.0% | -43.6% |
| All | +19.0% | +194.0% | -174.9% | -21.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling