+1,474.6%
HWM vs Z
-16.5%
+1,491.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.5% | -4.5% | -1.6% |
| 7D | +7.3% | +0.8% | +6.4% | +7.1% |
| 30D | +1.6% | +5.2% | -3.6% | +0.1% |
| 3M | -21.9% | -17.0% | -4.8% | -20.0% |
| 6M | -19.0% | -22.7% | +3.6% | -16.6% |
| YTD | +7.9% | -56.3% | +64.3% | +22.0% |
| 1Y | +9.9% | -57.7% | +67.6% | +24.7% |
| 3Y | +342.1% | -16.5% | +358.7% | +322.7% |
| 5Y | +600.8% | -53.4% | +654.2% | +616.1% |
| All | +1,474.6% | -16.5% | +1,491.1% | +1,126.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling