+19.5%
DIS vs HUT
+156.6%
-137.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.1% | +4.7% | -1.1% |
| 7D | +5.7% | -30.8% | +36.5% | +7.8% |
| 30D | +12.7% | -50.2% | +62.9% | +17.2% |
| 3M | +15.2% | -50.5% | +65.7% | +19.3% |
| 6M | +17.6% | -42.9% | +60.5% | +19.0% |
| YTD | +3.8% | 0.0% | +3.8% | 0.0% |
| 1Y | +6.8% | -2.2% | +9.0% | +2.3% |
| 3Y | +42.1% | +289.4% | -247.3% | +15.2% |
| 5Y | -31.2% | -36.7% | +5.5% | -42.8% |
| All | +19.5% | +156.6% | -137.1% | -20.4% |
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