-22.5%
DIS vs HWM
+591.3%
-613.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.7% | +1.0% |
| 7D | +1.9% | +7.3% | -5.4% | -0.4% |
| 30D | +9.2% | +1.6% | +7.6% | +8.0% |
| 3M | +13.5% | -21.9% | +35.4% | +22.0% |
| 6M | +14.3% | -19.0% | +33.3% | +20.6% |
| YTD | +5.4% | +7.9% | -2.6% | -1.4% |
| 1Y | +12.2% | +9.9% | +2.2% | +4.0% |
| 3Y | +37.2% | +342.1% | -304.9% | -36.5% |
| All | -22.5% | +591.3% | -613.8% | -72.6% |
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