+23.7%
DIS vs HWM
+1,494.1%
-1,470.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.3% | -1.6% |
| 7D | -2.6% | -2.1% | -0.5% | -2.1% |
| 30D | +3.5% | -11.0% | +14.5% | +7.2% |
| 3M | +6.8% | +4.0% | +2.8% | +4.5% |
| 6M | +3.0% | -0.2% | +3.2% | +1.8% |
| YTD | -6.7% | +26.7% | -33.4% | -15.4% |
| 1Y | -10.1% | +44.7% | -54.8% | -22.4% |
| 3Y | +33.0% | +426.1% | -393.0% | -29.5% |
| 5Y | -40.0% | +738.5% | -778.5% | -73.2% |
| All | +23.7% | +1,494.1% | -1,470.4% | -58.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling