+1,573.3%
HWM vs Z
-2.9%
+1,576.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -6.4% | -4.3% | -9.6% |
| 7D | -9.2% | -3.3% | -5.9% | -8.6% |
| 30D | -17.9% | -3.7% | -14.1% | -17.5% |
| 3M | -6.0% | -7.0% | +0.9% | -5.5% |
| 6M | -7.4% | -29.5% | +22.2% | -2.5% |
| YTD | +13.1% | -52.6% | +65.7% | +26.8% |
| 1Y | +29.3% | -64.0% | +93.3% | +51.9% |
| 3Y | +389.9% | -36.4% | +426.4% | +398.6% |
| 5Y | +655.5% | -65.8% | +721.3% | +716.7% |
| All | +1,573.3% | -2.9% | +1,576.2% | +1,319.4% |
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