+1,524.1%
HWM vs Z
-14.9%
+1,539.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.4% | +5.0% | +2.9% |
| 7D | +3.4% | -4.6% | +7.9% | +4.0% |
| 30D | -7.5% | +8.3% | -15.9% | -9.4% |
| 3M | -28.9% | -11.6% | -17.3% | -28.0% |
| 6M | -19.6% | -33.6% | +14.0% | -14.9% |
| YTD | +0.6% | -56.7% | +57.3% | +13.9% |
| 1Y | +0.3% | -59.1% | +59.5% | +14.5% |
| 3Y | +326.1% | -20.4% | +346.5% | +311.2% |
| 5Y | +525.2% | -55.3% | +580.4% | +544.0% |
| All | +1,524.1% | -14.9% | +1,539.0% | +1,192.5% |
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