-23.9%
DIS vs HWM
+603.8%
-627.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.3% | -1.9% | -0.3% |
| 7D | +0.6% | +5.0% | -4.4% | -1.0% |
| 30D | +10.3% | +1.5% | +8.8% | +9.2% |
| 3M | +15.6% | -20.3% | +35.9% | +23.4% |
| 6M | +15.1% | -18.0% | +33.2% | +21.0% |
| YTD | +6.0% | +9.5% | -3.5% | -1.3% |
| 1Y | +5.7% | +7.5% | -1.8% | -0.9% |
| 3Y | +39.8% | +355.7% | -315.8% | -35.9% |
| 5Y | -23.9% | +610.2% | -634.1% | -73.4% |
| All | -23.9% | +603.8% | -627.7% | -73.4% |
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 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