+37.2%
DIS vs HWM
+348.7%
-311.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.7% | +0.8% |
| 7D | +1.9% | +7.3% | -5.4% | +0.5% |
| 30D | +9.2% | +1.6% | +7.6% | +8.5% |
| 3M | +13.5% | -21.9% | +35.4% | +18.9% |
| 6M | +14.3% | -19.0% | +33.3% | +18.3% |
| YTD | +5.4% | +7.9% | -2.6% | +0.9% |
| 1Y | +12.2% | +9.9% | +2.2% | +6.8% |
| 3Y | +37.2% | +342.1% | -304.9% | -5.1% |
| All | +37.2% | +348.7% | -311.5% | -5.1% |
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