-10.1%
DIS vs HWM
+48.6%
-58.7%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.3% | -1.7% |
| 7D | -2.6% | -2.1% | -0.5% | -2.3% |
| 30D | +3.5% | -11.0% | +14.5% | +5.2% |
| 3M | +6.8% | +4.0% | +2.8% | +5.0% |
| 6M | +3.0% | -0.2% | +3.2% | +1.2% |
| YTD | -6.7% | +26.7% | -33.4% | -11.6% |
| 1Y | -10.1% | +44.7% | -54.8% | -15.2% |
| All | -10.1% | +48.6% | -58.7% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 1y: compounded portfolio wealth divided by compounded HWM 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…
1y analysis · Full analysis span regression · 6 months rolling