+741.5%
HWM vs Z
-64.8%
+806.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.7% | -0.2% |
| 7D | -2.1% | -3.0% | +0.9% | -1.7% |
| 30D | -11.0% | -4.2% | -6.8% | -10.7% |
| 3M | +4.0% | -3.7% | +7.7% | +4.1% |
| 6M | -0.2% | -24.5% | +24.3% | +3.0% |
| YTD | +26.7% | -49.3% | +75.9% | +37.9% |
| 1Y | +44.7% | -58.7% | +103.4% | +62.0% |
| 3Y | +426.1% | -34.1% | +460.2% | +432.6% |
| All | +741.5% | -64.8% | +806.3% | +740.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling