-31.2%
DIS vs HWM
+538.5%
-569.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.9% | +4.5% | +0.4% |
| 7D | +5.7% | -2.4% | +8.1% | +6.2% |
| 30D | +12.7% | -13.3% | +25.9% | +17.3% |
| 3M | +15.2% | -31.0% | +46.2% | +28.9% |
| 6M | +17.6% | -17.1% | +34.7% | +22.2% |
| YTD | +3.8% | -1.9% | +5.7% | +0.2% |
| 1Y | +6.8% | -2.4% | +9.2% | +3.2% |
| 3Y | +42.1% | +322.2% | -280.1% | -33.8% |
| 5Y | -31.2% | +509.8% | -541.0% | -74.8% |
| All | -31.2% | +538.5% | -569.7% | -74.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling