+39.3%
DIS vs HWM
+349.8%
-310.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.2% |
| 7D | +4.4% | -1.8% | +6.2% | +4.6% |
| 30D | +10.3% | -2.7% | +13.0% | +10.6% |
| 3M | +15.5% | -22.7% | +38.3% | +21.3% |
| 6M | +11.2% | -18.9% | +30.1% | +15.0% |
| YTD | +5.6% | +7.1% | -1.5% | +1.3% |
| 1Y | +7.7% | +4.7% | +3.1% | +3.9% |
| 3Y | +39.3% | +345.6% | -306.3% | -5.4% |
| All | +39.3% | +349.8% | -310.5% | -5.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling