+29.3%
HWM vs Z
-63.3%
+92.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -6.4% | -4.3% | -10.7% |
| 7D | -9.2% | -3.3% | -5.9% | -9.1% |
| 30D | -17.9% | -3.7% | -14.1% | -17.8% |
| 3M | -6.0% | -7.0% | +0.9% | -5.8% |
| 6M | -7.4% | -29.5% | +22.2% | -7.3% |
| YTD | +13.1% | -52.6% | +65.7% | +12.6% |
| 1Y | +29.3% | -64.0% | +93.3% | +25.8% |
| All | +29.3% | -63.3% | +92.6% | +25.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling