+1,516.8%
HWM vs Z
-14.8%
+1,531.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.7% | +0.6% | +2.0% |
| 7D | +5.0% | -13.1% | +18.0% | +7.4% |
| 30D | +1.5% | +5.9% | -4.3% | -0.1% |
| 3M | -20.3% | -13.7% | -6.6% | -19.0% |
| 6M | -18.0% | -27.1% | +9.1% | -14.6% |
| YTD | +9.5% | -56.8% | +66.3% | +24.0% |
| 1Y | +7.5% | -60.2% | +67.7% | +23.4% |
| 3Y | +355.7% | -19.7% | +375.4% | +338.9% |
| 5Y | +610.2% | -53.7% | +663.9% | +626.5% |
| 10Y | +1,516.8% | -16.9% | +1,533.6% | +1,163.1% |
| All | +1,516.8% | -14.8% | +1,531.5% | +1,163.1% |
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