-31.2%
DIS vs THC
+287.8%
-319.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.5% | -1.1% |
| 7D | +5.7% | +5.9% | -0.2% | +4.5% |
| 30D | +12.7% | +10.8% | +1.8% | +10.5% |
| 3M | +15.2% | +9.4% | +5.7% | +13.1% |
| 6M | +17.6% | +53.3% | -35.7% | +7.9% |
| YTD | +3.8% | +44.2% | -40.3% | -4.3% |
| 1Y | +6.8% | +37.3% | -30.5% | -0.8% |
| 3Y | +42.1% | +421.6% | -379.5% | -5.9% |
| 5Y | -31.2% | +279.8% | -311.0% | -53.2% |
| All | -31.2% | +287.8% | -319.0% | -53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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