+441.1%
HWM vs Z
-33.7%
+474.9%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.7% | -0.3% |
| 7D | -2.1% | -3.0% | +0.9% | -1.9% |
| 30D | -11.0% | -4.2% | -6.8% | -10.8% |
| 3M | +4.0% | -3.7% | +7.7% | +4.2% |
| 6M | -0.2% | -24.5% | +24.3% | +1.9% |
| YTD | +26.7% | -49.3% | +75.9% | +34.2% |
| 1Y | +44.7% | -58.7% | +103.4% | +56.5% |
| All | +441.1% | -33.7% | +474.9% | +473.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling