+8.9%
DIS vs PH
+3.4%
+5.5%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.3% | -0.3% |
| 7D | +5.2% | +2.0% | +3.2% | +5.1% |
| 30D | +11.5% | -3.7% | +15.1% | +11.3% |
| 3M | +11.5% | -14.0% | +25.6% | +12.4% |
| 6M | +8.9% | +2.1% | +6.8% | +7.3% |
| All | +8.9% | +3.4% | +5.5% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 6mo: compounded portfolio wealth divided by compounded PH 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…
6mo analysis · Full analysis span regression · 6 months rolling